Title :
Stability of NNGD algorithm for nonlinear system identification
Author :
Mandic, D.P. ; Kremar, I.R.
Author_Institution :
Sch. of Inf. Syst., East Anglia Univ., Norwich, UK
fDate :
2/1/2001 12:00:00 AM
Abstract :
An analysis of stability and convergence for the recently proposed normalised nonlinear gradient descent algorithm is provided. It is shown that the value of the free parameter of the algorithm is a nonlinear function of the tap input power to the filter. Further bounds on the value of the free parameter of the algorithm are derived. Simulation results show that such an algorithm outperforms the nonlinear gradient descent and normalised least mean square algorithm for nonlinear system identification
Keywords :
convergence of numerical methods; gradient methods; identification; nonlinear filters; numerical stability; convergence; free parameter; nonlinear system identification; normalised nonlinear gradient descent algorithm; simulation results; stability; tap input power;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:20010106
