A Stability Analysis of the Modified NLMS Rules

Brown, M., An, P.E. and Harris, C.J. (1995) A Stability Analysis of the Modified NLMS Rules IEEE Trans. on Signal Processing


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This paper investigates the stability of two recently proposed modified NLMS learning rules that are based on calculating the smallest weight change which stores the current training pattern exactly. The Lp (p = 1, 2, infinity) norm used to measure the weight update produces different learning algorithms, and it is shown that both new learning rules (p = 1, infinity) can become unstable, as the parameter error increases without bound. This is in direct contrast to the standard (p = 2 norm) NLMS rule which is unconditionally stable (in the sense described in this paper - monotonically non-increasing weight error), and indeed the NLMS rule was originally derived to overcome such limitations. The conditions under which instability can occur are investigated both theoretically and in simulation and are shown to depend on the form of the input vector and only indirectly on the learning rate.

Item Type: Article
Additional Information: submitted for publication
Organisations: Southampton Wireless Group
ePrint ID: 250283
Date :
Date Event
Date Deposited: 04 May 1999
Last Modified: 18 Apr 2017 00:23
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/250283

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