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Mean weight behavior of the Filtered-X LMS algorithm

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4 Author(s)
Tobias, O.J. ; Dept. of Electr. Eng., Univ. Fed. de Santa Catarina, Florianapolis, Brazil ; Bermudez, J.C.M. ; Bershad, N.J. ; Seara, R.

This paper presents a stochastic analysis of the Filtered-X LMS algorithm. The mean weight vector recursion is derived for slow adaptation and for a white reference signal without use of independence theory. The Wiener solution is determined explicitly as a function of the input statistics and the impulse responses of the primary and secondary signal paths. It is shown that the steady-state mean weights for the Filtered-X LMS algorithm converge to the Wiener solution only if the estimate of the secondary path is without error. Monte Carlo simulations show excellent agreement with the behavior predicted by the theoretical model

Published in:

Acoustics, Speech and Signal Processing, 1998. Proceedings of the 1998 IEEE International Conference on  (Volume:6 )

Date of Conference:

12-15 May 1998

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