Title :
A new convergence factor for adaptive filters
Author :
Karni, Shlomo ; Zeng, Gengsheng
Author_Institution :
Dept. of Electr. & Comput. Eng., New Mexico Univ., Albuquerque, NM, USA
fDate :
7/1/1989 12:00:00 AM
Abstract :
It is proposed that the convergence factor μ in the adaptive filter can be made time-varying according to the gradient of the performance surface. Computer simulations show that when a suitable damping parameter, α, is used, the algorithm possesses a fast convergence rate and yields very small misadjustment. The algorithm works well under nonstationary environments, in sharp contrast with the two-stage method
Keywords :
adaptive filters; convergence; filtering and prediction theory; adaptive filters; convergence factor; convergence rate; damping parameter; gradient; nonstationary environments; performance surface; time-varying; Adaptive filters; Circuits and systems; Convergence; Damping; Equations; Least squares approximation; Stability; Vectors;
Journal_Title :
Circuits and Systems, IEEE Transactions on
