Title :
Analysis of momentum adaptive filtering algorithms
Author :
Sharma, Rajesh ; Sethares, William A. ; Bucklew, James A.
Author_Institution :
ERIM Int., Ann Arbor, MI, USA
fDate :
5/1/1998 12:00:00 AM
Abstract :
This article analyzes the momentum LMS algorithm and other momentum algorithms using asymptotic techniques that provide information regarding the almost sure behavior of the parameter estimates and their asymptotic distribution. The analysis does not make any assumptions on the autocorrelation function of the input process
Keywords :
adaptive filters; adaptive signal processing; filtering theory; least mean squares methods; parameter estimation; prediction theory; asymptotic distribution; asymptotic techniques; autocorrelation function; first-order linear prediction; input process; momentum LMS algorithm; momentum adaptive filtering algorithms; parameter estimates; Adaptive filters; Adaptive signal processing; Algorithm design and analysis; Filter bank; Filtering algorithms; Finite impulse response filter; Mirrors; Prototypes; Signal processing; Signal processing algorithms;
Journal_Title :
Signal Processing, IEEE Transactions on
