An inequality by which to adjust the LMS algorithm step-size

DOI10.1109/26.380197MaRDI QIDQ2726598zbMATH OpenOpenAlexFDO

Authors Jiangnan Chen, Roland Priemer

Publication date 29 January 2002

Published in IEEE Transactions on Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/26.380197

zbMATH Keywords

automatic step size adjustmentconvergence rateleast mean square algorithmparameter estimationsteady-state parameter estimation errorsstep size adjustment

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Review text

The authors deal with the Least Mean Square algorithm, a standard method to track slowly varying parameters of a signal system. The paper describes an algorithm for automatic step size adjustment to both improve the convergence rate and reduce steady-state parameter estimation errors of this method. Based on the mean square values of the output estimation errors, a set of inequalities are defined, which provides information on the transient or steady-state operation of the Least Mean Square algorithm. A modified Least Mean Square algorithm, which uses these inequalities to control the step size is given in the paper. A simulation example demonstrates the performance of the method, i.e., faster convergence and smaller steady-state mean square errors in comparison with the fixed step size Least Mean Square algorithm.

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