• DocumentCode
    1438708
  • 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
  • Volume
    37
  • Issue
    3
  • fYear
    2001
  • fDate
    2/1/2001 12:00:00 AM
  • Firstpage
    200
  • Lastpage
    202
  • 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;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:20010106
  • Filename
    902814