An Improved Variable Step Size LMS Algorithm

The LMS(Least Mean Square)algorithm has many applications due to its simpleness,and a mass of intensive study on it has greatly improved its performance.There is an inherent conflict between the convergence rate and steady-state misadjustment,which can be overcome by means of a variable size factor.Some variable step size LMS algorithms in literature are analyzed,based on which an improved one is presented.Its step size factor consists of two terms whose exponents are the first and second power of the predictive error.The algorithm can obtain better steady state predictive error while keeping much quicker convergence speed.Comparison and simulation experiments verify its superiority.