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| Presentation | 2011-05-12 10:25 On the Convergence Properties of LMS Algorithm in Linear Prediction and System Identification for Sinusoidal Inputs Yuki Satomi, Arata Kawamura, Youji Iiguni (Osaka Univ.)  EA2011-4 SIP2011-4 SP2011-4 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | It is well known that the expectation value of adaptive filter coefficients updated with the LMS algorithm converges for stochastic signals. However, there has not been reported on the convergence analysis of the LMS algorithm for predicting deterministic signals. In this paper, we analyze the convergence of the LMS algorithm for predicting deterministic sinusoidal signals in the both of linear prediction and system identification. Firstly, we show that a coefficient vector updated with the LMS algorithm for predicting sinusoidal signals converges to a certain time-invariant vector. Secondly, we show a sufficient condition of the step-size for convergence. After that, we derive the convergence vector, which depends on the input signal and the initial vector. Finally, we perform computer simulations confirm and the validity of the theoretical convergence value. |
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| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | LMS algorithm / Sinusoidal Inputs / System Identification / Linear Predicting / / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 111, no. 27, SIP2011-4, pp. 19-24, May 2011. | |
| Paper # | SIP2011-4 | |
| Date of Issue | 2011-05-05 (EA, SIP, SP) | |
| ISSN | Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 | |
| Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) | |
| Download PDF | EA2011-4 SIP2011-4 SP2011-4 |
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| Conference Information | |
| Committee | EA SIP SP |
| Conference Date | 2011-05-12 - 2011-05-13 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Ritsumeikan Univ. |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Speech and Acoustic Signal Processing, Speech, and Related Topics |
| Paper Information | |
| Registration To | SIP |
| Conference Code | 2011-05-EA-SIP-SP |
| Language | Japanese |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | On the Convergence Properties of LMS Algorithm in Linear Prediction and System Identification for Sinusoidal Inputs |
| Sub Title (in English) | |
| Keyword(1) | LMS algorithm |
| Keyword(2) | Sinusoidal Inputs |
| Keyword(3) | System Identification |
| Keyword(4) | Linear Predicting |
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| Keyword(8) | |
| 1st Author's Name | Yuki Satomi |
| 1st Author's Affiliation | Osaka University (Osaka Univ.) |
| 2nd Author's Name | Arata Kawamura |
| 2nd Author's Affiliation | Osaka University (Osaka Univ.) |
| 3rd Author's Name | Youji Iiguni |
| 3rd Author's Affiliation | Osaka University (Osaka Univ.) |
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| Speaker | Author-1 |
| Date Time | 2011-05-12 10:25:00 |
| Presentation Time | 25 minutes |
| Registration for | SIP |
| Paper # | EA2011-4, SIP2011-4, SP2011-4 |
| Volume (vol) | vol.111 |
| Number (no) | no.26(EA), no.27(SIP), no.28(SP) |
| Page | pp.19-24 |
| #Pages | 6 |
| Date of Issue | 2011-05-05 (EA, SIP, SP) |
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