On the convergence behavior of the LMS and the normalized LMS algorithms

Slock, Dirk T M
IEEE Transactions on Signal Processing, Volume 41, N°9, September 1993

It is shown that the normalized least mean square (NLMS) algorithm is a potentially faster converging algorithm compared to the LMS algorithm where the design of the adaptive filter is based on the usually quite limited knowledge of its input signal statistics. A very simple model for the input signal vectors that greatly simplifies analysis of the convergence behavior of the LMS and NLMS algorithms is proposed. Using this model, answers can be obtained to questions for which no answers are currently available using other (perhaps more realistic) models. Examples are given to illustrate that even quantitatively, the answers obtained can be good approximations. It is emphasized that the convergence of the NLMS algorithm can be speeded up significantly by employing a time-varying step size. The optimal step-size sequence can be specified a priori for the case of a white input signal with arbitrary distribution.

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