Lecture-6

7.7.2 Sample Matrix Inversion Method

One of the drawbacks of the LMS adaptive scheme is that the algorithm must go through many
iterations before satisfactory convergence is achieved. If the signal characteristics are rapidly
changing, the LMS adaptive algorithm may not allow tracking of the desired signal in a
satisfactory manner. The rate of convergence of the weights is dictated by the eigenvalue spread
of the array correlation matrix. One possible approach to circumventing the relatively slow
convergence of the LMS scheme is by use of the sample matrix inversion (SMI) method. This
method is also alternatively known as direct method inversion (DMI). The sample matrix is a
time average estimate of the array correlation, matrix using K-time samples. If the random
process is ergodic in the correlation, the time average estimate will equal the actual correlation
matrix.
Recalling the earlier discussion of the minimum MSE, the optimum array weights are given by
the optimum Wiener solution as:
1
wopt Rxx
r

(7.43)

where
r E d x

Rxx E x x H

We can estimate the correlation matrix by calculating the time average such that
R xx

1
K

x k x

k 1

(7.44)

where K is the observation interval.

The correlation vector r can be estimated by
1
r
K

d
k 1

k x k

(7.45)

Since we use a K-length block of data, this method is called a block-adaptive approach. We are
thus adapting the weights block-by-block.

It is easy in MATLAB to calculate the array correlation matrix and the correlation vector by the
following procedure:
Define the matrix X K k as the kth block of x vectors ranging over K-data snapshots. Thus
x1 1 kK

x 1 kK
X K k 2

x 1 kK
M

x1 2 kK

x2 2 kK

x1 K kK

xM K kK

(7.46)

where k is the block number and K is the block length.

Thus, the estimate of the array correlation matrix is given by
R xx k

1
X K k X KH k
K

(7.47)

In addition, the desired signal vector can be defined by

d k d 1 kK

d 2 kK

d K kK

(7.48)

Thus the estimate of the correlation vector is given by

1
r k d k X K k
K

(7.49)

The SMI weights can then be calculated for the kth block of length K as
1
wSMI k Rxx
k r k

X K k X KH k

d k X K k

(7.50)