Performance Analysis of Shrinkage Linear Complex-Valued LMS Algorithm

The shrinkage linear complex-valued least mean squares (SL-CLMS) algorithm with a variable step size overcomes the conflicting issue between fast convergence and low steady-state misalignment. To the best of our knowledge, the theoretical performance analysis of the SL-CLMS algorithm has not been presented yet. This letter focuses on the theoretical analysis of the excess mean square error transient and steady-state performance of the SL-CLMS algorithm. Simulation results obtained for identification scenarios show a good match with the analytical results.