Optimal variable step-size LMS model and algorithm with independence assumption

作     者：谷源涛 唐昆 崔慧娟 杜文 

作者机构：State Key Laboratory on Microwave and Digital CommunicationsDepartment of Electronics EngineeringTsinghua UniversityBeijing 100084China 

出 版 物：《Science in China(Series F)》 (中国科学（F辑英文版）)

年 卷 期：2003年第46卷第6期

页      面：409-419页

核心收录：

学科分类：08[工学] 081202[工学-计算机软件与理论] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

基　　金：This work was supported in part by the National Fundamental Research Program(Grant No.G1998030406) the National Natural Science Foundation of China(Grant No.69972020) by the State Key Lab on Microwave and Digital Communications,Department of Electronics Engineering,Tsinghua University 

主　　题：LMS OVS-LMS variable step-size optimal step-size theorem. 

摘      要：To solve the contradiction between convergence rate and steady-state error in least mean square (LMS) algorithm, basing on independence assumption, this paper proposes and proves the optimal step-size theorem from the view of minimizing mean squared error (MSE). The theorem reveals the one-to-one mapping between the optimal step-size and MSE. Following the theorem, optimal variable step-size LMS (OVS-LMS) model, describing the theoretical bound of the convergence rate of LMS algorithm, is constructed. Then we discuss the selection of initial optimal step-size and updating of optimal step-size at the time of unknown system changing. At last an optimal step-size LMS algorithm is proposed and tested in various environments. Simulation results show the proposed algorithm is very close to the theoretical bound.