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LMS convergence criterion

Started by Johan June 3, 2005
Hi,
I want to perform the convergence stability of my LMS algo. but I don't
know how.
I use the error, the variance of the coefficients and a time (a step time
to compute the variance). I know that the last one isn't very accurate.
Anybody can help me.

Thank you in advance.
Jo



		
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For LMS convergence, the update parameter "mu" should be less than
2/lambda_max, where lambda_max is the maximum eigen value of the
autocorrelation matrix of the input.

I suggest that you lookup "Adaptive Filter Theory" by Haykin.

-Philonoist

Johan wrote:
> Hi, > I want to perform the convergence stability of my LMS algo. but I don't > know how. > I use the error, the variance of the coefficients and a time (a step time > to compute the variance). I know that the last one isn't very accurate. > Anybody can help me. > > Thank you in advance. > Jo > > > > > This message was sent using the Comp.DSP web interface on > www.DSPRelated.com