CONVERGENCE ANALYSIS OF THE SIGN ALGORITHM FOR ADAPTIVE FILTERING

被引：20

作者：

MASRY, E ^{[1
]}

BULLO, F ^{[1
]}

机构：

[1] UNIV PADUA,DEPT ELECT ENGN,PADUA,ITALY

来源：

IEEE TRANSACTIONS ON INFORMATION THEORY | 1995年 / 41卷 / 02期

关键词：

ADAPTIVE FILTERING SIGN ALGORITHM; CONVERGENCE ANALYSIS;

D O I：

10.1109/18.370150

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We consider the convergence analysis of the sign algorithm for adaptive filtering when the input processes are uncorrelated and Gaussian and a fixed step size mu > 0 is used. Exact recursive equations for the covariance matrix of the deviation error are established for any step size mu > 0. Asymptotic time-averaged convergence for the mean-absolute deviation error, mean-square deviation error, and for the signal mean-square estimation error are established. These results are shown to hold for arbitrary step size mu > 0.

引用

页码：489 / 495

页数：7

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