Abstract
In this paper, we consider the steady state Mean Square Error (MSE) analysis for 2-D LMS algorithm in which the filter's weights are updated in both vertical and horizontal directions using Fornasini and Marchesini (F-M) state space model. The MSE analysis is conducted using the well-known independence assumption. First we show that computation of the Weight-Error Correlation Matrix (WECM) for F-M model-based 2-D LMS algorithm requires an approximation for the WECMs at large spatial lags. Then we propose a method to solve this problem. Further discussion is carried out for the special case when the input signal is white Gaussian. It is shown that a more strict condition on the upper bounds of the used step size values is required to ensure the convergence of the 2-D LMS in the MSE sense. Simulation experiments are presented to support the obtained analytical results.
| Original language | English |
|---|---|
| Pages (from-to) | 348-353 |
| Number of pages | 6 |
| Journal | Conference Record of the Asilomar Conference on Signals, Systems and Computers |
| Volume | 1 |
| Publication status | Published - 1998 Jan 1 |
| Event | Proceedings of the 1997 31st Asilomar Conference on Signals, Systems & Computers. Part 1 (of 2) - Pacific Grove, CA, USA Duration: 1997 Nov 2 → 1997 Nov 5 |
ASJC Scopus subject areas
- Hardware and Architecture
- Signal Processing
- Electrical and Electronic Engineering