Title :
Local stability of the median LMS filter
Author :
Sethares, W.A. ; Bucklew, J.A.
Author_Institution :
Dept. of Electr. & Comput. Eng., Wisconsin Univ., Madison, WI, USA
fDate :
11/1/1994 12:00:00 AM
Abstract :
Local stability properties of the median LMS adaptive filter are investigated by relating the behavior of the algorithm to the behavior of an associated ordinary differential equation. With independent inputs, the differential equation and the algorithm are shown to be locally stable. On the other hand, several classes of (periodic, nonindependent) inputs are described which cause the differential equation and the algorithm to be unstable about its equilibrium, even in the no disturbance case. This will help delineate those applications for which the median LMS is an appropriate adaptive algorithm
Keywords :
adaptive filters; differential equations; least mean squares methods; median filters; numerical stability; parameter estimation; adaptive algorithm; associated ordinary differential equation; local stability properties; median LMS adaptive filter; no disturbance case; nonindependent inputs; periodic inputs; Adaptive algorithm; Adaptive filters; Ambient intelligence; Analytical models; Approximation algorithms; Convergence; Differential equations; Least squares approximation; Signal processing algorithms; Stability;
Journal_Title :
Signal Processing, IEEE Transactions on
