Title
The averaged, overdetermined and generalised LMS (AOGLMS) algorithm
Abstract
This contribution presents a new algorithm of the LMS family, derived from a novel orthogonality condition that holds for overdetermined problems that include an instrumental variable. This instrumental variable can be used to introduce higher-order statistics information. The convergence of the MSE for this new algorithm is theoretically studied, together with its superior performance when compared with other similar algorithms, under quite general hypotheses. The algorithm is then applied to the blind identification of moving average models; simulation results verify the analysis.
Year
Venue
Keywords
2004
EUSIPCO
higher order statistics,least mean squares methods,moving average processes,averaged lms algorithm,blind identification,generalised lms algorithm,least mean square algorithm,moving average model,orthogonality condition,overdetermined lms algorithm
Field
DocType
ISBN
Convergence (routing),Overdetermined system,Instrumental variable,Algorithm,Orthogonality,Moving average,Mathematics
Conference
978-320-0001-65-7
Citations 
PageRank 
References 
0
0.34
1
Authors
5
Name
Order
Citations
PageRank
Alameda-Hernandez, E.11057.30
D. P. Ruiz2103.76
D. Blanco372.96
D. C. Mclernon412615.01
Maria Carmen Carrion Perez500.34