Publication Type |
Journal Article |
School or College |
College of Engineering |
Department |
Electrical & Computer Engineering |
Creator |
Mathews, V. John |
Other Author |
Xie, Zhenhua |
Title |
Stochastic gradient adaptive filters with gradient adaptive step sizes |
Date |
1990 |
Description |
This paper presents two adaptive step-size gradient adaptive filters. The step sizes are changed using a gradient descent algorithm designed to minimize the squared estimation error. The first algorithm uses the same step-size sequence for all the filter coefficients whereas the second algorithm uses different step-size sequences for different adaptive filter coefficients. An analytical performance analysis of the first algorithm is also presented in the paper. Analyses and experiments indicate that (1) the algorithms have fast convergence rates and small misadjustment errors; and (2) in nonstationary environments, the algorithms tend to adjust the step sizes so as to give close to the best possible performance. Several simulation examples demonstrating the good properties of the adaptive filters are also presented in the paper. |
Type |
Text |
Publisher |
Institute of Electrical and Electronics Engineers (IEEE) |
First Page |
1385 |
Last Page |
1388 |
Language |
eng |
Bibliographic Citation |
Mathews, V. J., & Xie, Z. (1990). Stochastic gradient adaptive filters with gradient adaptive step sizes. Proc. IEEE Int. Conf. Acoust., Speech, Signal Proc., 1385-8. April 3-6. |
Rights Management |
(c) 1990 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE. |
Format Medium |
application/pdf |
Format Extent |
370,494 bytes |
Identifier |
ir-main,15137 |
ARK |
ark:/87278/s6tb1r8g |
Setname |
ir_uspace |
ID |
704940 |
Reference URL |
https://collections.lib.utah.edu/ark:/87278/s6tb1r8g |