A Novel NLMS Algorithm for System Identification

In this paper, we propose a novel normalized least mean squares (NLMS) algorithm for system identification applications. Our approach involves analyzing the mean squared deviation performance of the NLMS algorithm using a random walk model to select two optimal parameters, the step size and regularization parameters, for the rapid convergence of the colored input signals. We verified that the proposed algorithm exhibited faster convergence than existing algorithms, even in scenarios of sudden system changes.