Asymptotic properties of sign algorithms for adaptive filtering

doi:10.1109/TAC.2003.816967

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	Asymptotic properties of sign algorithms for adaptive filtering
	Chen, HF ; Yin, G
	2003-09-01
发表期刊	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN	0018-9286
卷号	48 期号:9 页码:1545-1556
摘要	This paper develops asymptotic properties of a class of sign-error algorithms with expanding truncation bounds for adaptive filtering. Under merely stationary ergodicity and finite second moments of the reference and output signals, and using trajectory-subsequence (TS) method, it is proved that the algorithm convergers almost surely. Then, a mean squares estimate is derived for the estimation error and a suitably scaled sequence of the estimation error is shown to converge to a diffusion process. The scaling factor together with the stationary covariance gives the rate of convergence result. Moreover, an algorithm under mean squares criterion with expanding truncation bounds is also examined. Compared with the existing results in the literature, sufficient conditions for almost sure convergence are much relaxed. A simple example is provided for demonstration purpose.
关键词	almost sure convergence diffusion limit ergodicity expanding truncation rate of convergence sign algorithm
DOI	10.1109/TAC.2003.816967
语种	英语
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000185338400005
出版者	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/18038
专题	中国科学院数学与系统科学研究院
通讯作者	Chen, HF
作者单位	1.Chinese Acad Sci, Inst Syst Sci, Lab Syst & Control, Beijing 100080, Peoples R China 2.Wayne State Univ, Dept Math, Detroit, MI 48202 USA
推荐引用方式 GB/T 7714	Chen, HF,Yin, G. Asymptotic properties of sign algorithms for adaptive filtering[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2003,48(9):1545-1556.
APA	Chen, HF,&Yin, G.(2003).Asymptotic properties of sign algorithms for adaptive filtering.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,48(9),1545-1556.
MLA	Chen, HF,et al."Asymptotic properties of sign algorithms for adaptive filtering".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 48.9(2003):1545-1556.