• DocumentCode
    1111656
  • 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
  • Volume
    18
  • Issue
    5
  • fYear
    2007
  • Firstpage
    1511
  • Lastpage
    1516
  • 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;
  • fLanguage
    English
  • Journal_Title
    Neural Networks, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1045-9227
  • Type

    jour

  • DOI
    10.1109/TNN.2007.895828
  • Filename
    4298112