The Simplified Wiener LMS Algorithm
6th International Conference on
Advances in Communication and Control
Corfu, Greece, June 23-27, 1997.
Adaptation algorithms are used for adjusting the coefficients of models,
filters and controllers. When fast parameter changes are required,
present-day algorithms such as LMS and RLS are severely challenged.
The paper presents a new type of tracking algorithm which can,
for suitable problems, provide high performance while
maintaining LMS complexity.
A new type of tracking algorithm
with time-invariant gain is presented. It can be applied for obtaining
prediction, filtering or fixed-lag smoothing estimates of
time-varying parameters in linear regression models.
The algorithm design constitutes a systematic way of
introducing a priori
information into LMS-like adaptation laws,
using the concept of stochastic hypermodelling of
the unknown time-varying parameters.
The design equations, which provide the structure and adjustment
of the tracking algorithms, are derived from a Wiener
The simplest variant of the novel class of
algorithms, denoted Simplified Wiener LMS (SWLMS),
is presented here.
The SWLMS algorithm is particularly well suited for tracking
of parameters of mobile radio channels.
The utility of the algorithm will be demonstrated on a
mobile radio channel,
where channel coefficients are subject to Rayleigh
fading. The tracking scenario refers to the
D-AMPS 1900MHz standard.
PhD Thesis by L. Lindbom,
presenting the whole class of algorithms.
Master Thesis on the use of
a fixed grid of algorithms in D-AMPS 1900.
Conference paper in IEEE
ICASSP'93 on an early version of algorithm.
of time-variations in digital mobile radio channels.
Postscript, 214K ;
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