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

共 50 条

[21] Convergence analysis of Maximum Correntropy Criteria based adaptive filtering algorithm based on white input
Radhika, S.
Chandrasekar, A.
2019 11TH INTERNATIONAL CONFERENCE ON ADVANCED COMPUTING (ICOAC 2019), 2019, : 158 - 163
[22] Design and convergence analysis of a multirate structure for adaptive filtering
Papoulis, EV
Stathaki, T
ICES 2002: 9TH IEEE INTERNATIONAL CONFERENCE ON ELECTRONICS, CIRCUITS AND SYSTEMS, VOLS I-111, CONFERENCE PROCEEDINGS, 2002, : 863 - 866
[23] RATES OF CONVERGENCE FOR AN ADAPTIVE FILTERING ALGORITHM DRIVEN BY STATIONARY DEPENDENT DATA
HEUNIS, A
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1994, 32 (01) : 116 - 139
[24] Convergence analysis of the sign algorithm with badly behaved noise
Eweda, E
SIGNAL PROCESSING, 2003, 83 (01) : 57 - 65
[25] Linearly constrained block adaptive filtering algorithm with optimum convergence factors
Demeechai, T
ELECTRONICS LETTERS, 1996, 32 (12) : 1080 - 1081
[26] On the convergence of Bayesian Adaptive Filtering
Sadiki, T
Slock, DTM
ISSPA 2005: The 8th International Symposium on Signal Processing and its Applications, Vols 1 and 2, Proceedings, 2005, : 779 - 782
[27] Convergence analysis of a data echo canceller with a stochastic gradient adaptive FIR filter using the sign algorithm
Koike, S
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1995, 43 (12) : 2852 - 2862
[28] Convergence analysis of the recursive least M-estimate adaptive filtering algorithm for impulse noise suppression
Chan, SC
Zou, YX
DSP 2002: 14TH INTERNATIONAL CONFERENCE ON DIGITAL SIGNAL PROCESSING PROCEEDINGS, VOLS 1 AND 2, 2002, : 663 - 666
[29] Diffusion Sign Subband Adaptive Filtering Algorithm with Enlarged Cooperation and Its Variant
Juan Shi
Jingen Ni
Circuits, Systems, and Signal Processing, 2017, 36 : 1714 - 1724
[30] Sign Normalised Hammerstein Spline Adaptive Filtering Algorithm in an Impulsive Noise Environment
Chang Liu
Zhi Zhang
Xiao Tang
Neural Processing Letters, 2019, 50 : 477 - 496

← 1 2 3 4 5 →