Convergence of the DLMS algorithm with decreasing step size

Sang Sik Ahn, Peter J. Voltz

Research output: Contribution to journalConference article

Abstract

Convergence analyses for the least mean square algorithm with update delay (DLMS) exist, but most of them are based on the unrealistic independence assumption between successive input vectors. In this paper we consider the DLMS algorithm with decreasing step size μ(n) = a/n, a > 0 and prove the almost-sure convergence of the algorithm under the mixing input, satisfaction of the law of large numbers, and uniformly bounded input assumptions.

Original languageEnglish (US)
Pages (from-to)1854-1857
Number of pages4
JournalICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume3
StatePublished - 1996
EventProceedings of the 1996 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP. Part 1 (of 6) - Atlanta, GA, USA
Duration: May 7 1996May 10 1996

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

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