Variable Step-size NLMS Algorithm with Oblique Projection

被引:0
|
作者
Jung, Sang Mok [1 ]
Seo, Ji-Hye [2 ]
Park, PooGyeon [1 ]
机构
[1] Pohang Univ Sci & Technol, Elect Engn, Pohang, South Korea
[2] Pohang Univ Sci & Technol, Div IT Convergence Engn, Pohang, South Korea
来源
2014 14TH INTERNATIONAL CONFERENCE ON CONTROL, AUTOMATION AND SYSTEMS (ICCAS 2014) | 2014年
关键词
Adaptive filters; normalized least-mean sqaure; oblique projection; variable step size; cost minimization; ADAPTIVE FILTER; INPUTS;
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
For the case when the input signals are highly correlated, this paper introduces a innovative update form of the normalized least-mean-squares (NLMS) algorithm, where the concept of normalization is taken from the oblique projection. By supplying a lemma that the trace norm of any square matrix is preserved under the congruence transformation via the unitary matrices, this paper designs optimal variable step sizes minimizing the trace norm of the estimation-error covarinace matrices. Simuations confirms that the proposed algorithm outperforms exiting algorithms.
引用
收藏
页码:578 / 580
页数:3
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