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Robustness of the filtered-x LMS algorithm: part 1: necessary conditions for convergence and the asymptotic pseudospectrum of Toeplitz matrices

Robustness of the filtered-x LMS algorithm: part 1: necessary conditions for convergence and the asymptotic pseudospectrum of Toeplitz matrices
Robustness of the filtered-x LMS algorithm: part 1: necessary conditions for convergence and the asymptotic pseudospectrum of Toeplitz matrices
Errors in the secondary path model of the filtered-x LMS (FXLMS) algorithm will lead to its divergence when the eigenvalues of the cross-correlation matrix between the estimated filtered reference and the true filtered reference signals are not all located in the right half plane. This cross-correlation matrix has a (block) Toeplitz structure whose dimension is determined by the number of adaptive filter coefficients. Using results on the asymptotic pseudospectrum of Toeplitz matrices, a frequency-domain condition on the model is derived to ensure stability. The condition is sufficient and necessary for a large number of filter coefficients. A transient analysis shows that the sufficient condition given by Wang and Ren [1999] is only necessary to prevent an initial increase of the error in the adaptive filter coefficients (critical behavior).
toeplitz matrices, adaptive filter coefficients, asymptotic, pseudospectrum, block Toeplitz structure, cross-correlation matrix eigenvalues, filtered-x LMS algorithm robustness, frequency-domain condition, secondary path model, transient analysis, true filtered, reference signals
1053-587X
4029-4037
Fraanje, R.
3b321f94-23b2-4637-8896-7a545b635311
Verhaegen, M.
247970d2-f2b6-4b08-bafe-317165b109de
Elliott, S.J.
721dc55c-8c3e-4895-b9c4-82f62abd3567
Fraanje, R.
3b321f94-23b2-4637-8896-7a545b635311
Verhaegen, M.
247970d2-f2b6-4b08-bafe-317165b109de
Elliott, S.J.
721dc55c-8c3e-4895-b9c4-82f62abd3567

Fraanje, R., Verhaegen, M. and Elliott, S.J. (2007) Robustness of the filtered-x LMS algorithm: part 1: necessary conditions for convergence and the asymptotic pseudospectrum of Toeplitz matrices. IEEE Transactions on Signal Processing, 55 (8), 4029-4037. (doi:10.1109/TSP.2007.896083).

Record type: Article

Abstract

Errors in the secondary path model of the filtered-x LMS (FXLMS) algorithm will lead to its divergence when the eigenvalues of the cross-correlation matrix between the estimated filtered reference and the true filtered reference signals are not all located in the right half plane. This cross-correlation matrix has a (block) Toeplitz structure whose dimension is determined by the number of adaptive filter coefficients. Using results on the asymptotic pseudospectrum of Toeplitz matrices, a frequency-domain condition on the model is derived to ensure stability. The condition is sufficient and necessary for a large number of filter coefficients. A transient analysis shows that the sufficient condition given by Wang and Ren [1999] is only necessary to prevent an initial increase of the error in the adaptive filter coefficients (critical behavior).

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More information

Published date: August 2007
Keywords: toeplitz matrices, adaptive filter coefficients, asymptotic, pseudospectrum, block Toeplitz structure, cross-correlation matrix eigenvalues, filtered-x LMS algorithm robustness, frequency-domain condition, secondary path model, transient analysis, true filtered, reference signals
Organisations: Signal Processing & Control Group

Identifiers

Local EPrints ID: 49262
URI: http://eprints.soton.ac.uk/id/eprint/49262
ISSN: 1053-587X
PURE UUID: 7f35e790-d06c-465e-85fb-91f1e41c4c8c

Catalogue record

Date deposited: 26 Oct 2007
Last modified: 15 Mar 2024 09:54

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Contributors

Author: R. Fraanje
Author: M. Verhaegen
Author: S.J. Elliott

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