Results 231 to 240 of about 2,995,258 (284)

The stability of variable step-size LMS algorithms

IEEE Transactions on Signal Processing, 1999
Variable step-site LMS (VSLMS) algorithms are a popular approach to adaptive filtering, which can provide improved performance while maintaining the simplicity and robustness of conventional fixed step-size LMS. Here, we examine the stability of VSLMS with uncorrelated stationary Gaussian data.
Gelfand, Saul B., Wei, Yongbin, Krogmeier, James V.   +2 more
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A variable step size LMS algorithm

Proceedings of the 33rd Midwest Symposium on Circuits and Systems, 2002
A variable step size LMS algorithm is proposed. The variable step size LMS algorithm has a big step size at the beginning, for a maximum convergence speed, and a much smaller step size after the convergence, for a minimum residual error. The algorithm is derived according to the shortest distance norm between the Kalman gain and the LMS gain vectors ...
W.Y. Chen, R.A. Haddad
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Variable Step Size Norm-Constrained Adaptive Filtering Algorithms

Circuits, Systems, and Signal Processing, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shi, Long, Zhao, Haiquan
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A modified variable degree variable step size LMS algorithm

1998 Midwest Symposium on Circuits and Systems (Cat. No. 98CB36268), 2002
In this paper, the data reusing technique which utilizes the LMS algorithm is further investigated. It is shown that a near-optimal performance can be achieved if the number of data reusing runs, M, is made variable. Two modifications are proposed in this paper.
M.I. Haddad, M.A. Khasawneh
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The convex variable step-size (CVSS) algorithm

IEEE Signal Processing Letters, 2000
This letter introduces the convex variable step-size (CVSS) algorithm. The convexity of the resulting cost function is guaranteed. Simulations presented show that with the proposed algorithm, we obtain similar results, as with the VSS algorithm in initial convergence, while there are potential performance gains when abrupt changes occur.
Rusu, C., Cowan, Colin
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A Variable Step Size Decoupled State Estimator

IEEE Transactions on Power Apparatus and Systems, 1979
This paper describes an improved decoupled static-state estimator based on minimization of weighted least squares of the residuals (WLS). The basic idea of P-?, Q-V decoupling of the fast decoupled load flow for node injections is extended to line flows. The solution is obtained alternately iterating the real and reactive power equations using constant
N. D. Rao, S. C. Tripathy
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Variable Step-Size Sign Subband Adaptive Filter

IEEE Signal Processing Letters, 2013
This letter proposes a variable step-size sign subband adaptive filter (SSAF) based on the minimization of mean-square deviation (MSD). In the process of minimizing the MSD, because it is not feasible to know the exact value of the MSD, the step size is derived by minimizing the upper bound of the MSD in each iteration. The proposed algorithm uses this
Shin, J, Yoo, J, Park, P
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Variable step size modified clipped LMS algorithm

2015 2nd International Conference on Knowledge-Based Engineering and Innovation (KBEI), 2015
In this paper we introduce an Modified Clipped LMS (MCLMS) algorithm with a variable step size. In the MCLMS algorithm two parameters, the step size and the threshold control the convergence rate of the adaptive filter coefficients and also determine the final mean-square error.
Amin Aref, Mojtaba Lotfizad
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Variable step size adaptive nonlinear echo canceller

2012 10th International Symposium on Electronics and Telecommunications, 2012
The paper proposes a novel nonlinear acoustic echo cancellation approach based on adaptive second-order Volterra structures designed to increase the convergence rate of the conventional Volterra filter. Depending on the envelope of the resulting error's absolute value or, if available, on the local noise levels from the enclosure, the variable step ...
Cristian Contan, Marina Topa
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Variable Step Size Multistep Methods for Parabolic Problems

SIAM Journal on Numerical Analysis, 1982
We study the error due to the discretization in time of a parabolic problem by variable step size multistep methods. It is proved that the multistep methods remain stable when the rate of step changing is not too great. Error estimates are obtained for A-stable and strongly $A(\Theta )$-stable methods $(0 \leqq \Theta \leqq {\pi / 2})$.
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