Title :
Adaptive filters based on the high order error statistics
Author :
Cho, Sungho ; Kim, SangDuck
Author_Institution :
Dept. of Electron. Eng., Hanyang Univ., Ansan, South Korea
Abstract :
This paper presents convergence analyses of the stochastic gradient adaptive algorithms based on high order error power criteria. In particular, our attention has focused on investigating the statistical behaviour of the least mean absolute third (LMAT) and the least mean fourth (LMF) adaptive algorithms. For each algorithm, under a set of mild assumptions, we have derived nonlinear evolution equations that characterize the mean and mean-squared behaviour of the algorithm. Computer simulation examples show fairly good agreement between the theoretical and actual behaviour of the two algorithms
Keywords :
adaptive filters; adaptive signal processing; circuit analysis computing; convergence of numerical methods; error analysis; higher order statistics; least mean squares methods; nonlinear equations; adaptive filters; computer simulation examples; convergence analyses; high order error power criteria; high order error statistics; least mean absolute third adaptive algorithm; least mean fourth adaptive algorithm; nonlinear evolution equations; statistical behaviour; stochastic gradient adaptive algorithms; Adaptive algorithm; Adaptive filters; Algorithm design and analysis; Convergence; Error analysis; Finite impulse response filter; Least squares approximation; Nonlinear equations; Signal processing algorithms; Stochastic processes;
Conference_Titel :
Circuits and Systems, 1996., IEEE Asia Pacific Conference on
Conference_Location :
Seoul
Print_ISBN :
0-7803-3702-6
DOI :
10.1109/APCAS.1996.569231