A global optimization method for continuous time adaptive recursive filters

被引：2
|
作者：
Edmonson, W [1 ]
Palacios, JC
Lai, CA
Latchman, H
机构：
[1] Univ Florida, Dept Elect & Comp Engn, Gainesville, FL 32611 USA
[2] Motorola Inc, Plantation, FL 33322 USA
来源：
IEEE SIGNAL PROCESSING LETTERS | 1999年 / 6卷 / 08期
关键词：
adaptive recursive filters; global optimization; stochastic approximation;
D O I：
10.1109/97.774864
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
A major drawback of recursive adaptive filters based on gradient methods is that convergence to global minimum is not always achieved. This is due to a nonconvex mean square error (MSE) performance surface. This letter develops a continuous-time least mean square algorithm that converges to the global minimum with probability one.
引用
收藏
页码：199 / 201
页数：3
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