• DocumentCode
    992595
  • Title

    Convergence analysis of an adaptive filter equipped with the sign-sign algorithm

  • Author

    Eweda, Eweda

  • Author_Institution
    Mil. Tech. Coll., Cairo, Egypt
  • Volume
    40
  • Issue
    10
  • fYear
    1995
  • fDate
    10/1/1995 12:00:00 AM
  • Firstpage
    1807
  • Lastpage
    1811
  • Abstract
    Convergence with probability 1 of the sign-sign algorithm with a decreasing step size is proven when it is used in adaptive plant identification. The plant input and plant noise are assumed stationary and M-dependent. The assumptions do not pose any upper bound on the memory, M, of the plant input and plant noise, and hence, they allow arbitrarily strong correlation in these signals. A main interest of the paper is that it provides a condition of persistent excitation of the algorithm. Examples satisfying this condition are provided
  • Keywords
    adaptive estimation; adaptive filters; convergence; identification; probability; adaptive filter; adaptive plant identification; convergence analysis; decreasing step size; persistent excitation condition; sign-sign algorithm; Adaptive filters; Algorithm design and analysis; Convergence; Data analysis; Differential equations; Estimation error; Filtering algorithms; Least squares approximation; Upper bound; Working environment noise;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.467667
  • Filename
    467667