Title :
Convergence analysis of a modified Armijo rule step-size LMF algorithm
Author :
Asad, Syed Muhammad ; Zerguine, Azzedine
Author_Institution :
Electr. Eng. Dept., King Fahd Univ. of Pet. & Miner., Dhahran, Saudi Arabia
Abstract :
In this work, we make use of the Armijo rule for the selection of the learning rate to introduce the Armijo rule learning rate least mean fourth (ALRLMF) algorithm. The algorithm is derived by incorporating the modified version of the Armijo rule line search to the class of stochastic gradient algorithm that minimizes the mean fourth error. The convergence behavior of the algorithm is analyzed and bounds guaranteeing convergence are explicitly derived. Finally, simulation results presented in a system identification scenario are found to corroborate the theoretical findings.
Keywords :
adaptive filters; convergence; least mean squares methods; stochastic processes; ALRLMF algorithm; Armijo rule learning rate least mean fourth algorithm; adaptive filters; convergence analysis; modified Armijo rule step-size LMF algorithm; stochastic gradient algorithm; Algorithm design and analysis; Convergence; Heuristic algorithms; Manganese; Noise; Signal processing algorithms; Steady-state; Adaptive Filters; Armijo Rule LMF; LMF;
Conference_Titel :
Information Science, Signal Processing and their Applications (ISSPA), 2012 11th International Conference on
Conference_Location :
Montreal, QC
Print_ISBN :
978-1-4673-0381-1
Electronic_ISBN :
978-1-4673-0380-4
DOI :
10.1109/ISSPA.2012.6310572