On the Stochastic Modeling of the NSVR–IAF–PNLMS Algorithm for Correlated Gaussian Input Data

[摘要] This paper presents a stochastic model for the normalized smoothed variation rate individual-activation-factor proportionate normalized least-mean-square (NSVR–IAF–PNLMS) algorithm. Specifically, taking into account correlated Gaussian input data, model expressions are derived for predicting the mean weight vector, gain distribution matrix, NSVR metric, learning curve, weight-error correlation matrix, and steady-state excess mean-square error. Such expressions are obtained by considering the time-varying characteristics of the gain distribution matrix. Simulation results are shown confirming the accuracy of the proposed model for different operating conditions.

[学科分类] 自动化工程

[关键词] Adaptive filtering;Proportionate normalized least-mean-square algorithm;Stochastic model