Convergence and performance analysis of the normalized LMS algorithm with uncorrelated Gaussian data

Abstract

It is demonstrated that the normalized least mean square (NLMS) algorithm can be viewed as a modification of the widely used LMS algorithm. The NLMS is shown to have an important advantage over the LMS, which is that its convergence is independent of environmental changes. In addition, the authors present a comprehensive study of the first and second-order behavior in the NLMS algorithm. They show that the NLMS algorithm exhibits significant improvement over the LMS algorithm in convergence rate, while its steady-state performance is considerably worse.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>