| Presentation | 2011-05-12 On the Convergence Properties of LMS Algorithm in Linear Prediction and System Identification for Sinusoidal Inputs Yuki SATOMI, Arata KAWAMURA, Youji IIGUNI, |
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| Abstract(in Japanese) | (See Japanese page) |
| Abstract(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. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | LMS algorithm / Sinusoidal Inputs / System Identification / Linear Predicting |
| Paper # | EA2011-4,SIP2011-4,SP2011-4 |
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| Conference Information | |
| Committee | SP |
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| Conference Date | 2011/5/5(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Speech (SP) |
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| Language | JPN |
| 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 |
| 1st Author's Name | Yuki SATOMI |
| 1st Author's Affiliation | Graduate School of Engineering Science, Osaka University() |
| 2nd Author's Name | Arata KAWAMURA |
| 2nd Author's Affiliation | Graduate School of Engineering Science, Osaka University |
| 3rd Author's Name | Youji IIGUNI |
| 3rd Author's Affiliation | Graduate School of Engineering Science, Osaka University |
| Date | 2011-05-12 |
| Paper # | EA2011-4,SIP2011-4,SP2011-4 |
| Volume (vol) | vol.111 |
| Number (no) | 28 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |