DocumentCode
1315043
Title
A stochastic Newton algorithm with data-adaptive step size
Author
Davila, Carlos E.
Author_Institution
Dept. of Electr. Eng., Southern Methodist Univ., Dallas, TX, USA
Volume
38
Issue
10
fYear
1990
fDate
10/1/1990 12:00:00 AM
Firstpage
1796
Lastpage
1798
Abstract
A stochastic Newton algorithm for adaptive filtering which is a generalization of the so-called normalized least mean-square algorithm is proposed. Expressions for the expected value of the algorithm weight error vector and second moment of the weight error-vector norm are derived, and have been verified by computer simulation. Experimental results which demonstrate the improved convergence of the algorithm over the algorithm after a large number of iterations are given
Keywords
convergence; filtering and prediction theory; least squares approximations; stochastic processes; adaptive filtering; algorithm weight error vector; convergence; data-adaptive step size; stochastic Newton algorithm; Adaptive filters; Computer errors; Convergence; Equations; Filtering algorithms; Least squares approximation; Least squares methods; Resonance light scattering; Signal processing algorithms; Stochastic processes;
fLanguage
English
Journal_Title
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
0096-3518
Type
jour
DOI
10.1109/29.60110
Filename
60110
Link To Document