DocumentCode
1494036
Title
Almost sure convergence of a decreasing gain sign algorithm for adaptive filtering
Author
Eweda, Eweda
Author_Institution
Mil. Tech. Coll., Cairo, Egypt
Volume
36
Issue
10
fYear
1988
fDate
10/1/1988 12:00:00 AM
Firstpage
1669
Lastpage
1671
Abstract
The convergence analysis of a sign algorithm with decreasing gain, when governing the weights of an adaptive filter, is presented. The analysis is done in a noiseless case. A rigorous proof of almost-sure convergence to the optimal filter is attained under a weak-ergodicity assumption that includes the case, important in practice, of correlated observations
Keywords
convergence; filtering and prediction theory; filters; noise; adaptive filter; adaptive filtering; convergence analysis; correlated observations; decreasing gain sign algorithm; noiseless case; optimal filter; weak-ergodicity assumption; Acoustics; Adaptive filters; Algorithm design and analysis; Analysis of variance; Convergence; Filtering algorithms; Least squares approximation; Probability density function; Signal processing algorithms; Steady-state;
fLanguage
English
Journal_Title
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
0096-3518
Type
jour
DOI
10.1109/29.7556
Filename
7556
Link To Document