Stochastic gradient-adaptive complex-valued nonlinear neural adaptive filters with a gradient-adaptive step size

IEEE Transactions on Neural Networks

Volumn 18, Issue 5, 2007, Pages 1511-1516

  Goh, Su Lee ^a   Mandic, Danilo P ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Complex nonlinear adaptive filters; Complex valued nonlinear gradient descent (CNGD); Finite impulse response (FIR); Variable step size (VS)

Indexed keywords

COMPUTATIONAL COMPLEXITY; COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; FIR FILTERS; LEARNING ALGORITHMS; NEURAL NETWORKS; ROBUSTNESS (CONTROL SYSTEMS); STOCHASTIC CONTROL SYSTEMS;

COMPLEX NONLINEAR ADAPTIVE FILTERS; COMPLEX-VALUED NONLINEAR GRADIENT-DESCENT (CNGD) ALGORITHM; GRADIENT-ADATIVE STEP SIZE; NONLINEAR NEURAL ADAPTIVE FILTERS; VARIABLE STEP SIZE (VS);

ADAPTIVE FILTERS;

ALGORITHM; ARTIFICIAL NEURAL NETWORK; COMPUTER SIMULATION; LETTER; NONLINEAR SYSTEM; SAMPLE SIZE; SIGNAL PROCESSING; STATISTICAL MODEL; STATISTICS;

ALGORITHMS; COMPUTER SIMULATION; MODELS, STATISTICAL; NEURAL NETWORKS (COMPUTER); NONLINEAR DYNAMICS; SAMPLE SIZE; SIGNAL PROCESSING, COMPUTER-ASSISTED; STOCHASTIC PROCESSES;

EID: 34548650146     PISSN: 10459227     EISSN: None     Source Type: Journal    
DOI: 10.1109/TNN.2007.895828     Document Type: Article

References (17)

1. B. Widrow, J. McCool, and M. Ball, "The complex LMS algorithm," Proc. IEEE, vol. 63, no. 4, pp. 712-720, Apr. 1975.
2. H. Leung and S. Haykin, "The complex backpropagation algorithm," IEEE Trans. Signal Process., vol. 39, no. 9, pp. 2101-2104, Sep. 1991.
3. V. J. Mathews and Z. Xie, "A stochastic gradient adaptive filter with gradient adaptive step size," IEEE Trans. Signal Process., vol. 41, no. 6, pp. 2075-2087, Jun. 1993.
4. D. P. Mandic, "A generalized normalized gradient descent algorithm," IEEE Signal Process. Lett., vol. 11, no. 2, pp. 115-118, Feb. 2004.
5. A. Benveniste, M. Metivier, and P. Priouret, Adaptive Algorithms and Stochastic Approximation. New York: Springer-Verlag, 1990.
6. W. P. Ang and B. Farhang-Boroujeny, "A new class of gradient adaptive step-size LMS algorithms," IEEE Trans. Signal Process., vol. 49, no. 4, pp. 805-810, Apr. 2001.
7. J. B. Evans, P. Xue, and B. Liu, "Analysis and implementation of variable step size adaptive algorithms," IEEE Trans. Signal Process. vol. 41, no. 8, pp. 2517-2535, Aug. 1993.
8. N. Benvenuto and F. Piazza, "On the complex backpropagation algorithm," IEEE Trans. Signal Process., vol. 40, no. 4, pp. 967-969, Apr. 1992.
9. D. P. Mandic and S. L. Goh, Complex Valued Nonlinear Adaptive Filters: A Neural Network Approach. New York: Wiley, 2007.
10. T. Kim and T. Adali, "Approximation by fully complex multilayer perceptrons," Neural Comput., vol. 15, no. 7, pp. 1641-1666, 2003.
11. T. Kim and T. Adali, "Approximation by fully complex MLP using elementary transcendental activation functions," in Proc. 11th IEEE Workshop Neural Netw. Signal Process., 2001, pp. 203-212.
12. A. I. Hanna and D. P. Mandic, "A complex-valued nonlinear neural adaptive filter with a gradient adaptive amplitude of the activation function," Neural Netw., vol. 16, no. 2, pp. 155-159, 2003.
13. S. L. Goh and D. P. Mandic, "A class of gradient-adaptive step size algorithms for complex-valued nonlinear neural adaptive filters," in IEEE Int. Conf. Acoust., Speech, Signal Process., 2005, vol. 5, pp. 253-256.
14. D. P. Mandic and J. A. Chambers, Recurrent Neural Networks for Prediction: Learning Algorithms, Architectures and Stability. New York: Wiley, 2001.
15. L. Gorniewicz, S. A. Marano, and M. Slosarski, "Fixed points of contractive multivalued maps," Proc. Amer. Math. Soc., vol. 124, no. 9, pp. 2675-2683, 1996.
16. K. S. Narendra and K. Parthasarathy, "Identification and control of dynamical systems using neural networks," IEEE Trans. Neural Netw. vol. 1, no. 1, pp. 4-27, Mar. 1990.
17. S. Haykin and L. Li, "Nonlinear adaptive prediction of nonstationary signals," IEEE Trans. Signal Process., vol. 43, no. 2, pp. 526-535, Feb. 1995.