[1]王正洪.LMS 算法的最佳计算步长研究[J].常州大学学报(自然科学版),2000,(03):8-11.
　WANG Zheng -hong.A Study on the Optimum Convergence Gain of LMS Algorithm[J].Journal of Changzhou University(Natural Science Edition),2000,(03):8-11.
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LMS 算法的最佳计算步长研究()
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常州大学学报(自然科学版)[ISSN:2095-0411/CN:32-1822/N]

卷:
期数:
2000年03期
页码:
8-11
栏目:
出版日期:
2000-09-25

文章信息/Info

Title:
A Study on the Optimum Convergence Gain of LMS Algorithm
作者:
王正洪
江苏石油化工学院计算机科学与工程系, 江苏 常州 213016
Author(s):
WANG Zheng -hong
Department of Computer Science and Engineering , Jiangsu Institute of Petrochemical Technology , Changzhou 213016 , China
关键词:
LMS 算法; 偏差; 最佳计算步长; 最陡下降法
Keywords:
LMS algorithm ; misadjustment ; optimum convergence gain ; steepest -descendent method
分类号:
TN 911.72;TN 912.3
文献标志码:
A
摘要:
LMS 算法在线性滤波中得到广泛应用。人们对其进行了许多研究, 给出了算法收敛的充分条件和对于固定计算步长的误 差上下限算法。但以往对计算步长的定量研究尚很不充分。由于LMS 算法中权向量输入数据的统计特性, 迭代计算中应突出使 用较近的历史数据。另外, 由于LMS 算法是噪声梯度法, 须使其计算步长逐渐缩小, 以保证LMS 算法的稳态均方差趋向于系统 的最小均方差。据此, 提出了一种估计最佳计算步长的新方法。新方法中将LMS 算法中的各步权增量向量旋转后放至同一平 面, 在此基础上利用凸函数外推法求出计
Abstract:
LMS algorithm is used widely in various adaptive filters designing .A lot of work has been done on it .The adequate convergence condition of this algorithm has been got .And the upper and lower bounds of the misadjustment in the algorithm for a constant convergence gain have been got .The quantitative study on the convergence gain is yet insufficient .Because of the statistical characteristic of input data of the weights in a LMS algorithm, more attention should be paid to the recent historical calculation data .As the LMS algorithm is a kind of noise gradient method , the convergence gain should be lessened gradually to ensure that the quadratic mean deviation of the steady state takes the quadratic mean deviation of the system as its limit .According to this condition , a new method to estimate the optimum convergence gain is proposed .In the new method the increment of the weights vector in previous steps was rotated and placed to a plane , then the extended method for a one variable convex function was used .In this way , the misadjustment of the LMS algorithm can converge to zero quickly .

参考文献/References:

[1] 陈尚勤, 李晓峰.快速自适应信息处理[M] .北京:人民邮 电出版社, 1993.2 -47 .
[2] 王正洪.语音信号噪声消抵的计算机模拟[J] .江苏石油化工 学院学报, 1992 , 4 (3 , 4):16-21.
[3] Jaggi S , Martinez A B.Upper and Lower Bounds of the Mi sadjustment in the LMS Algorithm [J] .IEEE , 1990 (100):164 -166 .
[4] Horowitz L L.Performance Advantage for Complex LMS for Controlling Narrow Band Adaptive Arrays [J] .ASSP, 1981, 29 (6):722 - 736 .
[5] Honig M J .Convergence Properties of an Adaptive Digi tal Lattice Filter [J] .ASSP, 1981 , 29 (6):642 -653 .

备注/Memo

备注/Memo:
作者简介:王正洪(1944-), 男, 上海人, 副教授, 主要从事电工电子方面的研究。
更新日期/Last Update: 2000-09-25