Title :
Analysis of the class of complex-valued error adaptive normalised nonlinear gradient descent algorithms
Author :
Hanna, A.I. ; Yates, Ian ; Mandic, Danilo P.
Author_Institution :
Sch. of Inf. Syst., East Anglia Univ., Norwich, UK
Abstract :
A complex-valued gradient based algorithm for training nonlinear complex-valued finite impulse response (FIR) filters is derived. The proposed complex error-adaptive normalised nonlinear gradient descent (CEANNGD) and smoothed CEANNGD (SCEANNGD) algorithms are an improvement on the complex nonlinear gradient descent (CNGD) and the complex normalised nonlinear gradient descent (CNNGD) algorithm by including an adaptive term in the normalised learning rate of the CNNGD. This is achieved by performing a minimisation of the complex-valued instantaneous output error that has been approximated via a Taylor series expansion, which makes it suitable for the processing of nonlinear and nonstationary signals. Experiments on complex-valued coloured and nonlinear signals show that the CEANNGD and SCEANNGD algorithms outperform the standard CNNGD and CNGD algorithms.
Keywords :
FIR filters; adaptive signal processing; filtering theory; gradient methods; series (mathematics); CEANNGD algorithm; CNGD algorithm; CNNGD algorithm; Taylor series expansion; complex nonlinear gradient descent algorithm; complex normalised nonlinear gradient descent algorithm; complex-valued coloured signals; complex-valued instantaneous output error minimisation; complex-valued nonlinear gradient descent algorithms; error adaptive normalised gradient descent algorithms; finite impulse response filters; nonlinear complex-valued FIR filters; nonlinear signal processing; nonstationary signal processing; normalised learning rate; smoothed CEANNGD algorithm; Adaptive filters; Algorithm design and analysis; Filtering algorithms; Finite impulse response filter; Information filtering; Information filters; Information systems; Signal processing; Signal processing algorithms; Taylor series;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03). 2003 IEEE International Conference on
Print_ISBN :
0-7803-7663-3
DOI :
10.1109/ICASSP.2003.1202464