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NLMS DERIVATION 4a6
NLMS DERIVATION 4a6
NLMS DERIVATION:
e(n)=d(n)-ŵ(n)u(n)
ŵ(n+1)=ŵ(n)+µ̄e*(n)/||u||2 u(n)
ŵ(n+1)=ŵ(n)+½λ*u(n)
d(n)=(ŵ(n)+½λ*u(n))Hu(n)
d(n)=ŵH(n)u(n)+½λ||u(n)||2
where, λ=2e(n)/||u(n)||2
ŵ(n+1)=ŵ(n)+[e(n)/||u(n)||2] u(n)
µ̄ can be seen as a positive real scaling factor that control the change of direction in the tap-weights
from one iteration to another.