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Modeling Finite Precision Lms Behavior Using Markov Chains

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3 Author(s)
Montenegro, Y. ; Dept. of Electr. Eng., Antofagasta Univ. ; Bermudez, J.C.M. ; Nascimento, V.H.

We propose a new model for the behavior of the least mean square (LMS) algorithm when implemented in finite precision. We model the adaptive filter coefficients as a Markov chain and determine its transition probability matrix for the one-dimensional case. We also determine conditions to avoid the so-called stopping phenomenon. The proposed model eliminates the linearizations used in previous models, accounts for saturation effects and leads to accurate estimations of the mean-square error behavior. Monte Carlo simulation results illustrate the quality of the proposed model

Published in:

Acoustics, Speech and Signal Processing, 2006. ICASSP 2006 Proceedings. 2006 IEEE International Conference on  (Volume:3 )

Date of Conference:

14-19 May 2006