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conference paper

An unbiased and cost-effective leaky-LMS filter

Nascimento, Vítor H
•
Sayed, Ali H.  
1996
Conference Record of the 30th Asilomar Conference on Signals, Systems and Computers
30th Asilomar Conference on Signals, Systems and Computers

We propose a modified leaky-LMS filter that ensures stability of the estimates w(k) in the presence of bounded noise, without introducing any bias term and with the added cost of only a comparison and a multiplication per iteration when compared to the classical LMS algorithm. The new algorithm is further shown to converge for l/sub p/ noise and persistently exciting regressors. It also provides bounded estimates even in finite precision arithmetic. The stability and convergence properties of the new algorithm are established through a deterministic analysis that is based on the Lyapunov theory for the stability of nonlinear difference equations.

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Type
conference paper
DOI
10.1109/ACSSC.1996.599109
Author(s)
Nascimento, Vítor H
Sayed, Ali H.  
Date Issued

1996

Published in
Conference Record of the 30th Asilomar Conference on Signals, Systems and Computers
Start page

1078

End page

1082

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
ASL  
Event nameEvent placeEvent date
30th Asilomar Conference on Signals, Systems and Computers

Pacific Grove, CA, USA

November 3-6, 1996

Available on Infoscience
December 19, 2017
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/143078
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