Non-stationary analysis of the convergence of the Non-Negative Least-Mean-Square algorithm

Non-negativity is a widely used constraint in parameter estimation procedures due to physical characteristics of systems under investigation. In this paper, we consider an LMS-type algorithm for system identification subject to non-negativity constraints, called Non-Negative Least-Mean-Square algori...

Full description

Saved in:
Bibliographic Details
Published in21st European Signal Processing Conference (EUSIPCO 2013) pp. 1 - 5
Main Authors Jie Chen, Richard, Cedric, Bermudez, Jose-Carlos M., Honeine, Paul
Format Conference Proceeding
LanguageEnglish
Published EURASIP 01.09.2013
Subjects
Abstracts
adaptive filtering
convergence analysis
Non-negativity constraint
non-stationary signal
Steady-state
Online AccessGet full text
ISSN2219-5491
2219-5491

Cover

More Information
Summary:Non-negativity is a widely used constraint in parameter estimation procedures due to physical characteristics of systems under investigation. In this paper, we consider an LMS-type algorithm for system identification subject to non-negativity constraints, called Non-Negative Least-Mean-Square algorithm, and its normalized variant. An important contribution of this paper is that we study the stochastic behavior of these algorithms in a non-stationary environment, where the unconstrained solution is characterized by a time-variant mean and is affected by random perturbations. Convergence analysis of these algorithms in a stationary environment can be viewed as a particular case of the convergence model derived in this paper. Simulation results are presented to illustrate the performance of the algorithm and the accuracy of the derived models.
ISSN:2219-5491
2219-5491