A nonparametric variable step-size NLMS algorithm for transversal filters

作者：Liu Jian chang; Yu Xia^*; Li Hong ru

来源：Applied Mathematics and Computation, 2011, 217(17): 7365-7371.

DOI：10.1016/j.amc.2011.02.026

• Normalized least-mean-square (NLMS)
• Variable step-size NLMS
• Nonparametric
• Transversal filters
• System identification

A nonparametric adaptive filtering approach is proposed in this paper. The algorithm is obtained by exploiting a time-varying step size in the traditional NLMS weight update equation. The step size is adjusted according to the square of a time-averaging estimate of the autocorrelation of a priori and a posteriori error. Therefore, the new algorithm has more effective sense proximity to the optimum solution independent of uncorrelated measurement noise. Moreover, this algorithm has fast convergence at the early stages of adaptation and small final misadjustment at steady-state process. It works reliably and is easy to implement since the update function is nonparametric. Furthermore, the experimental results in system identification applications are presented to illustrate the principle and efficiency of the proposed algorithm.

• 出版日期2011-5-1
• 单位东北大学