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Stability Conditions for the Leaky LMS Algorithm Based on Control Theory Analysis

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Języki publikacji
EN
Abstrakty
EN
The Least Mean Square (LMS) algorithm and its variants are currently the most frequently used adaptation algorithms; therefore, it is desirable to understand them thoroughly from both theoretical and practical points of view. One of the main aspects studied in the literature is the influence of the step size on stability or convergence of LMS-based algorithms. Different publications provide different stability upper bounds, but a lower bound is always set to zero. However, they are mostly based on statistical analysis. In this paper we show, by means of control theoretic analysis confirmed by simulations, that for the leaky LMS algorithm, a small negative step size is allowed. Moreover, the control theoretic approach alows to minimize the number of assumptions necessary to prove the new condition. Thus, although a positive step size is fully justified for practical applications since it reduces the mean-square error, knowledge about an allowed small negative step size is important from a cognitive point of view.
Rocznik
Strony
731--739
Opis fizyczny
Bibliogr. 20 poz., rys., wykr.
Twórcy
autor
  • Institute of Automatic Control, Silesian University of Technology, Akademicka 16, 44-100 Gliwice, Poland
autor
  • Institute of Automatic Control, Silesian University of Technology, Akademicka 16, 44-100 Gliwice, Poland
Bibliografia
  • 1. Bismor D. (2015), Extension of LMS stability conditio over a wide set of signals, International Journal of Adaptive Control and Signal Processing, 29, 5, 653–670.
  • 2. Bismor D., Czyz K., Ogonowski Z. (2016), Review and comparison of variable step-size LMS algorithms, International Journal of Acoustics and Vibration, 21, 1, 24–39.
  • 3. Bubnicki Z. (2005), Modern Control Theory, Springer-Verlag, Berlin.
  • 4. Elliott S., Stothers I., Nelson P. (1987), A multiple error LMS algorithm and its application to the active control of sound and vibration, Acoustics, Speech and Signal Processing, IEEE Transactions on, 35, 10, 1423–1434.
  • 5. Gardner W. A. (1984), Learning characteristics of stochastic-gradient-descent algorithms: A general study, analysis and critique, Signal Processing, 6, 113–133.
  • 6. Haykin S. (2002), Adaptive Filter Theory, Fourth Edition, Prentice Hall, New York.
  • 7. Kaczorek T. (1993), Control and System Theory, Wydawnictwo Naukowe PWN, Warszawa.
  • 8. Kuo S. M., Morgan D. R. (1996), Active Noise Control Systems, John Wiley & Sons, New York.
  • 9. Kuo S. M., Morgan D. R. (1999), Active noise control: a tutorial review, Proceedings of the IEEE, 87, 6, 943–973.
  • 10. Kurczyk S., Pawelczyk M. (2014a), Active noise control using a fuzzy inference system without secondary path modeling, Archives of Acoustics, 39, 2, 243–248.
  • 11. Kurczyk S., Pawelczyk M. (2014b), Active noise control without secondary path modelling – Fx-LMS with step size sign and value updated using the artificial intelligence, [in:] Proceedings of the Forum Acusticum 2014, Kraków.
  • 12. Latos M., Pawelczyk M. (2010), Adaptive algorithms for enhancement of speech subject to a high-level noise, Archives of Acoustics, 35, 2, 203–212.
  • 13. Ławryńczuk M. (2009), Efficient nonlinear predictive control based on structured neural models, International Journal of Applied Mathematics and Computer Science, 19, 2, 233–246.
  • 14. Lin J., Varaiya P. P. (1967), Bounded-input boundedoutput stability of nonlinear time-varying discrete control systems, IEEE Transactions on Automatic Control, 12, 4, 423–427.
  • 15. Maliński L. (2012), The evaluation of saturation level for SMSE cost function in identification of elementary bilinear time-series model, [in:] 17th International Conference on Methods and Models in Automation and Robotics, MMAR 2012, pp. 234–239.
  • 16. Mayyas K., Aboulnasr T. (1997), Leaky LMS algorithm: MSE analysis for Gaussian data, IEEE Transactions on Signal Processing, 45, 4, 927–934.
  • 17. Nascimento V. H., Sayed A. H. (1999), Unbiased and stable leakage-based adaptive filters, IEEE Transactions on Signal Processing, 47, 12, 3261–3276.
  • 18. Sethares W. A., Lawrence D. A., Johnson C. R., Bitmead R. R. (1986), Parameter drift in LMS adaptive filters, IEEE Transactions on Acoustics, Speech and Signal Processing, 34, 4, 868–879.
  • 19. Wrona S., Pawelczyk M. (2013), Controllabilityoriented placement of actuators for active noisevibration control of flexible structures using memetic algorithms, Archives of Acoustics, 38, 4, 529–536.
  • 20. Zames G. (1966), On the input-output stability of timevarying nonlinear feedback systems Part one: Conditions derived using concepts of loop gain, conicity, and positivity, IEEE Transactions on Automatic Control, 11, 2, 228–238.
Uwagi
Opracowanie ze środków MNiSW w ramach umowy 812/P-DUN/2016 na działalność upowszechniającą naukę.
Typ dokumentu
Bibliografia
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