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.
|ジャーナル||Conference Record of the Asilomar Conference on Signals, Systems and Computers|
|出版ステータス||Published - 1998 1 1|
|イベント||Proceedings of the 1997 31st Asilomar Conference on Signals, Systems & Computers. Part 1 (of 2) - Pacific Grove, CA, USA|
継続期間: 1997 11 2 → 1997 11 5
ASJC Scopus subject areas