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Science in China Series F: Information Sciences

, Volume 46, Issue 6, pp 409–419 | Cite as

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

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Abstract

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.

Keyword

LMS OVS-LMS variable step-size optimal step-size theorem 

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Copyright information

© Science in China Press 2003

Authors and Affiliations

  • Gu Yuantao 
    • 1
  • Tang Kun 
    • 1
  • Cui Huijuan 
    • 1
  • Du Wen 
    • 1
  1. 1.State Key Laboratory on Microwave and Digital Communications, Department of Electronics EngineeringTsinghua UniversityBeijingChina

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