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
相关论文
共 50 条
  • [41] NEW ADAPTIVE NORMALIZED LATTICE ALGORITHM FOR RECURSIVE FILTERS
    TUMMALA, M
    ELECTRONICS LETTERS, 1988, 24 (11) : 659 - 661
  • [42] An Integrated Stochastic Method for Global Optimization of Continuous Functions
    Srinivas, Mekapati
    Rangaiah, G. P.
    16TH EUROPEAN SYMPOSIUM ON COMPUTER AIDED PROCESS ENGINEERING AND 9TH INTERNATIONAL SYMPOSIUM ON PROCESS SYSTEMS ENGINEERING, 2006, 21 : 439 - 444
  • [43] A sequential convexification method (SCM) for continuous global optimization
    Zhu, WX
    Fu, QX
    JOURNAL OF GLOBAL OPTIMIZATION, 2003, 26 (02) : 167 - 182
  • [44] Design and Optimization of Continuous-Time Filters Using Geometric Programming
    Seth, Siddharth
    Murmann, Boris
    2014 IEEE INTERNATIONAL SYMPOSIUM ON CIRCUITS AND SYSTEMS (ISCAS), 2014, : 2089 - 2092
  • [45] The q-Gradient Method for Continuous Global Optimization
    Soterroni, Aline C.
    Galski, Roberto L.
    Ramos, Fernando M.
    11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2013, PTS 1 AND 2 (ICNAAM 2013), 2013, 1558 : 2389 - 2393
  • [46] A Sequential Convexification Method (SCM) for Continuous Global Optimization
    Wenxing Zhu
    Qingxiang Fu
    Journal of Global Optimization, 2003, 26 : 167 - 182
  • [47] A global optimization method for continuous network design problems
    Li, Changmin
    Yang, Hai
    Zhu, Daoli
    Meng, Qiang
    TRANSPORTATION RESEARCH PART B-METHODOLOGICAL, 2012, 46 (09) : 1144 - 1158
  • [48] On the Global Convergence of Continuous-Time Stochastic Heavy-Ball Method for Nonconvex Optimization
    Hu, Wenqing
    Li, Chris Junchi
    Zhou, Xiang
    2019 IEEE INTERNATIONAL CONFERENCE ON BIG DATA (BIG DATA), 2019, : 94 - 104
  • [49] On the stability of time-varying recursive filters
    Laroche, Jean
    AES: Journal of the Audio Engineering Society, 2007, 55 (06): : 460 - 471
  • [50] On the stability of discrete time recursive volterra filters
    Mumolo, E
    Carini, A
    IEEE SIGNAL PROCESSING LETTERS, 1999, 6 (09) : 230 - 232
12345