Title :
Stochastic Gradient-Adaptive Complex-Valued Nonlinear Neural Adaptive Filters With a Gradient-Adaptive Step Size
Author :
Goh, Su Lee ; Mandic, Danilo P.
Author_Institution :
Imperial Coll. London, London
Abstract :
A class of variable step-size learning algorithms for complex-valued nonlinear adaptive finite impulse response (FIR) filters is proposed. To achieve this, first a general complex-valued nonlinear gradient-descent (CNGD) algorithm with a fully complex nonlinear activation function is derived. To improve the convergence and robustness of CNGD, we further introduce a gradient-adaptive step size to give a class of variable step-size CNGD (VSCNGD) algorithms. The analysis and simulations show the proposed class of algorithms exhibiting fast convergence and being able to track nonlinear and nonstationary complex-valued signals. To support the derivation, an analysis of stability and computational complexity of the proposed algorithms is provided. Simulations on colored, nonlinear, and real-world complex-valued signals support the analysis.
Keywords :
FIR filters; adaptive filters; computational complexity; gradient methods; learning (artificial intelligence); stochastic processes; FIR; complex nonlinear activation function; complex-valued nonlinear gradient-descent algorithm; computational complexity; finite impulse response; gradient-adaptive step size; nonstationary complex-valued signals; stochastic gradient-adaptive complex-valued filters; Adaptive filters; Algorithm design and analysis; Analytical models; Computational modeling; Convergence; Finite impulse response filter; Robustness; Signal analysis; Stability analysis; Stochastic processes; Complex nonlinear adaptive filters; complex-valued nonlinear gradient descent (CNGD); finite impulse response (FIR); variable step size (VS); Algorithms; Computer Simulation; Models, Statistical; Neural Networks (Computer); Nonlinear Dynamics; Sample Size; Signal Processing, Computer-Assisted; Stochastic Processes;
Journal_Title :
Neural Networks, IEEE Transactions on
DOI :
10.1109/TNN.2007.895828