A Stochastic Gradient Adaptive Filter with Gradient Adaptive Step Size

IEEE Transactions on Signal Processing

Volumn 41, Issue 6, 1993, Pages 2075-2087

  Mathews, V John ^a   Xie, Zhenhua ^a  

^a UNIVERSITY OF UTAH   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ADAPTIVE CONTROL SYSTEMS; ALGORITHMS; OPTIMIZATION; RANDOM PROCESSES; SIGNAL FILTERING AND PREDICTION; STOCHASTIC CONTROL SYSTEMS;

ADAPTIVE FILTERS; GRADIENT ADAPTIVE FILTERS; RANDOM-WALK MODELS; STOCHASTIC ADAPTIVE FILTERS;

ELECTRIC FILTERS;

EID: 0027609793     PISSN: 1053587X     EISSN: 19410476     Source Type: Journal    
DOI: 10.1109/78.218137     Document Type: Article

References (14)

1. P. Bragard and G. Jourdain, “A fast self-optimized LMS algorithm for nonstationary identification-application to underwater equalization,” in Proc. IEEE Int. Conf. Acoust., Speech, Signal Processing, Albuquerque, NM, Apr. 1990, pp. 1425–1428.
2. E. Eleftheriou and D.D. Falconer, “Tracking properties and steady-state performance of RLS adaptive filter algorithms,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-34, no. 5, pp. 1097–1110, Oct. 1986.
3. A. Feuer and E. Weinstein, “Convergence analysis of LMS filters with uncorrected Gaussian data,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-33, no. 1, pp. 222–230, Feb. 1985.
4. R.W. Harris, D.M. Chabries, and F.A. Bishop, “A variable step (VS) adaptive filter algorithm,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-34, no. 2, pp. 309–316, Apr. 1986.
5. S. Kami and G. Zeng, “A new convergence factor for adaptive filters,” IEEE Trans. Circuits Syst., vol. 36, no. 7, pp. 1011–1012, July 1989.
6. C.P. Kwong, “Dual sign algorithm for adaptive filtering,” IEEE Trans. Commun., vol. COM-34, no. 12, pp. 1272–1275, Dec. 1986.
7. V.J. Mathews and H.S. Cho, “Improved convergence analysis of stochastic gradient adaptive filters using the sign algorithm,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-35, no. 4, pp. 450–454, Apr. 1987.
8. V.J. Mathews and Z. Xie, “Stochastic gradient adaptive filters with gradient adaptive step sizes,” in Proc. IEEE Int. Conf. Acoust., Speech, Signal Processing, Albuquerque, NM, Apr. 1990, pp. 1385–1388.
9. W.B. Mikhael et al., “Adaptive filters with individual adaptation of parameters,” IEEE Trans. Circuits Syst., vol. CAS-33, no. 7, pp. 677–685, July 1986.
10. T.J. Shan and T. Kailath, “Adaptive algorithms with an automatic gain control feature,” IEEE Trans. Circuits Syst., vol. CAS-35, no. 1, pp. 122–127, Jan. 1988.
11. Y.K. Shin and J.G. Lee, “A study on the fast convergence algorithm for the LMS adaptive filter design,” Proc. IEEE, vol. 19, no. 5, pp. 12–19, Oct. 1985.
12. H. Urkowitz, Signal Theory and Random Processes. Dedham, MA: Artech House, 1983.
13. V. Weerackody, S.A. Kassam, and K.R. Laker, “Convergence analysis for an algorithm for blind equalization,” IEEE Trans. Communi., vol. 39, no. 6, pp. 856–865, June 1991.
14. B. Widrow et al., “Stationary and nonstationary learning characteristics of the LMS adaptive filters,” Proc. IEEE, vol. 64, no. 8, pp. 1151–1162, Aug. 1976.