Convergence of the DLMS algorithm with decreasing step size

Sang-Sik Ahn,P. J. Voltz

Acoustics, Speech, and Signal Processing, 1996. ICASSP-96. Conference Proceedings., 1996 IEEE International Conference（1996）

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摘要

Convergence analyses for the least mean square algorithm with update delay (DLMS) exist, but most of them are based on the unrealistic independence assumption between successive input vectors. We consider the DLMS algorithm with decreasing step size μ(n)=a/n,a>0 and prove the almost-sure convergence of the algorithm under the mixing input, satisfying of the law of large numbers, and uniformly bounded input assumptions

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关键词

almost-sure convergence,dlms algorithm convergence,uniformly bounded input,successive input vector,square algorithm,dlms algorithm,adaptive signal processing,spl mu,convergence analysis,large number,delays,mixing input,least mean squares methods,convergence of numerical methods,update delay,step size,bounded input assumption,input vectors,decreasing step size,least mean square algorithm,unrealistic independence assumption,satisfiability,vectors,stability,least squares approximation,law of large numbers,convergence,algorithm design and analysis,least mean square,almost sure convergence

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