TY - GEN
T1 - Non-stationary analysis of the convergence of the Non-Negative Least-Mean-Square algorithm
AU - Chen, Jie
AU - Richard, Cedric
AU - Bermudez, Jose Carlos M.
AU - Honeine, Paul
PY - 2013
Y1 - 2013
N2 - 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.
AB - 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.
KW - adaptive filtering
KW - convergence analysis
KW - Non-negativity constraint
KW - non-stationary signal
UR - http://www.scopus.com/inward/record.url?scp=84901354992&partnerID=8YFLogxK
M3 - 会议稿件
AN - SCOPUS:84901354992
SN - 9780992862602
T3 - European Signal Processing Conference
BT - 2013 Proceedings of the 21st European Signal Processing Conference, EUSIPCO 2013
PB - European Signal Processing Conference, EUSIPCO
T2 - 2013 21st European Signal Processing Conference, EUSIPCO 2013
Y2 - 9 September 2013 through 13 September 2013
ER -