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LMS Algorithm

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LMS Algorithm

We first consider the least-mean-squares (LMS) algorithm for recursive estimation of m1 based on (2.32). Define

Equation 2.35

graphics/02equ035.gif


as a projection matrix that projects any signal in graphics/034fig03.gif onto the orthogonal space of s1. Note that m1 can be decomposed into two orthogonal components:

Equation 2.36

graphics/02equ036.gif


with

Equation 2.37

graphics/02equ037.gif


Using the decomposition above, the constrained optimization problem (2.32) can then be converted to the following unconstrained optimization problem:

Equation 2.38

graphics/02equ038.gif


The LMS algorithm for adapting the vector x1 based on the cost function (2.38) is then given by

Equation 2.39

graphics/02equ039.gif


where m is the step size and where the stochastic gradient g (x1[i]) is given by

Equation 2.40

graphics/02equ040.gif


Substituting (2.40) into (2.39), we obtain the following LMS implementation of the blind linear MMSE detector. Suppose that at time i, the estimated blind detector is m1[i]= s1 + x1[i]. The algorithm performs the following steps for data detection and detector update.

Algorithm 2.2: [LMS blind linear MMSE detector—synchronous CDMA]

  • Compute the detector output:

Equation 2.41

graphics/02equ041.gif


Equation 2.42

graphics/02equ042.gif


  • Update the detector:

Equation 2.43

graphics/02equ043.gif


The convergence analysis of Algorithm 2.2 is given in [183]. An alternative stochastic gradient algorithm for blind adaptive multiuser detection is developed in [237], which employs the technique of averaging to achieve an accelerated convergence rate (compared with the LMS algorithm). An LMS algorithm for blind adaptive implementation of the linear decorrelating detector is developed in [501]. Moreover, a comparison of the steady-state performance (in terms of output mean-square error) shows that the blind detector incurs a loss compared with a training-based LMS detector [183, 389, 390]. A two-stage adaptive detector is proposed in [63], where symbol-by-symbol predecisions at the output of a first adaptive stage are used to train a second stage, to achieve improved performance.


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