Title :
The convex variable step-size (CVSS) algorithm
Author :
Rusu, Corneliu ; Cowan, Colin F N
Author_Institution :
Signal Process. Lab., Tampere Univ. of Technol., Finland
Abstract :
This letter introduces the convex variable step-size (CVSS) algorithm. The convexity of the resulting cost function is guaranteed. Simulations presented show that with the proposed algorithm, we obtain similar results, as with the VSS algorithm in initial convergence, while there are potential performance gains when abrupt changes occur.
Keywords :
Adaptive filters; Convergence of numerical methods; Filtering theory; Least mean squares methods; CVSS algorithm; adaptive filtering; convergence; convex function; convex variable step-size algorithm; cost function; least mean square algorithm; Adaptive algorithm; Adaptive signal processing; Convergence; Cost function; Filters; Least squares approximation; Performance gain; Resonance light scattering; Signal processing algorithms; Variable structure systems;
Journal_Title :
Signal Processing Letters, IEEE