The Least-Mean-Square (LMS) Algorithm
The least mean-square (LMS) is a search algorithm in which a simplification of the gradient vector computation is made possible by appropriately modifying the objective function –. The LMS algorithm, as well as others related to it, is widely used in various applications of adaptive filtering due to its computational simplicity –. The convergence characteristics of the LMS algorithm are examined in order to establish a range for the convergence factor that will guarantee stability. The convergence speed of the LMS is shown to be dependent of the eigenvalue spread of the input-signal correlation matrix –. In this chapter, several properties of the LMS algorithm are discussed including the misadjustment in stationary and nonstationary environments – , tracking performance, and finite wordlength effects –.
KeywordsAttenuation Covariance Autocorrelation Convolution Seco
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