Asymptotic properties of sign algorithms for adaptive filtering

This paper develops asymptotic properties of a class of sign-error algorithms with expanding truncation bounds for adaptive filtering. Under merely stationary ergodicity and finite second moments of the reference and output signals, and using trajectorysubsequence (TS) method, it is proved that the algorithm convergers almost surely. Then, a mean squares estimate is derived for the estimation error and a suitably scaled sequence of the estimation error is shown to converge to a diffusion process. The scaling factor together with the stationary covariance gives the rate of convergence result. Moreover, an algorithm under mean squares criterion with expanding truncation bounds is also examined. Compared with the existing results in the literature, sufficient conditions for almost sure convergence are much relaxed. A simple example is provided for demonstration purpose.