Title :
Comparison of tracking algorithms for single layer threshold networks in the presence of random drift
Author_Institution :
Dept. of Electr. Eng., Hawaii Univ., Honolulu, HI, USA
fDate :
3/1/1997 12:00:00 AM
Abstract :
This paper analyzes the behavior of a variety of tracking algorithms for single-layer threshold networks in the presence of random drift. We use a system identification model to model a target network where weights slowly change and a tracking network. Tracking algorithms are divided into conservative and nonconservative algorithms. For a random drift rate of γ, we find upper bounds for the generalization error of conservative algorithms that are 𝒪(γ 2/3) and for nonconservative algorithms that are 𝒪(γ). Bounds are found for the perceptron tracker and the least mean square (LMS) tracker. Simulations show the validity of these bounds and show that the bounds are tight when γ is small and the number of inputs n is large. These results show that the perceptron tracker and the LMS tracker can work well in slowly changing nonstationary environments
Keywords :
identification; learning (artificial intelligence); least mean squares methods; perceptrons; random processes; signal processing; tracking; LMS tracker; bounds; conservative algorithms; generalization error; least mean square tracker; nonconservative algorithm; perceptron tracker; random drift; single layer threshold networks; slowly changing nonstationary environments; system identification model; target network; tracking algorithms; tracking network; Algorithm design and analysis; Intelligent networks; Least squares approximation; Performance analysis; Signal processing algorithms; Statistics; Steady-state; System identification; Target tracking; Upper bound;
Journal_Title :
Signal Processing, IEEE Transactions on