On statistical efficiency of the LMS algorithm in system modeling

Abstract

The conventional least mean square (LMS) algorithm is compared with the ideal LMS/Newton (ILMSN) algorithm. It is shown that, although, under certain conditions, for similar misadjustment, the output mean square error (MSE) of the ILMSN algorithm may converge much faster than the MSE of the LMS algorithm, the difference between the two algorithms may not be that great if misalignments of the adaptive filter tap-gains are compared. Analytical results are presented, with computer simulations that support their validity.