Title :
On the robustness, convergence, and minimax performance of instantaneous-gradient adaptive filters
Author :
Sayed, Ali H. ; Rupp, Markus
Author_Institution :
Dept. of Electr. & Comput. Eng., California Univ., Santa Barbara, CA, USA
fDate :
31 Oct-2 Nov 1994
Abstract :
The paper establishes several robustness, optimality, and convergence properties of the widely used class of instantaneous-gradient adaptive algorithms. The analysis is carried out in a purely deterministic framework and assumes no apriori statistical information. It starts with a simple Cauchy-Schwarz inequality for vectors in an Euclidean space and proceeds to derive local and global energy bounds that are shown here to highlight, as well as explain, several relevant aspects of this important class of algorithms
Keywords :
adaptive filters; adaptive signal processing; convergence of numerical methods; error analysis; filtering theory; minimax techniques; Cauchy-Schwarz inequality; Euclidean space; algorithms; convergence; deterministic analysis; global energy bounds; instantaneous-gradient adaptive filters; local energy bounds; minimax performance; robustness; vector; Adaptive algorithm; Adaptive filters; Algorithm design and analysis; Convergence; H infinity control; Least squares approximation; Minimax techniques; Performance analysis; Robustness; Stochastic processes;
Conference_Titel :
Signals, Systems and Computers, 1994. 1994 Conference Record of the Twenty-Eighth Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
0-8186-6405-3
DOI :
10.1109/ACSSC.1994.471521