Title :
Almost sure convergence of a decreasing gain sign algorithm for adaptive filtering
Author_Institution :
Mil. Tech. Coll., Cairo, Egypt
fDate :
10/1/1988 12:00:00 AM
Abstract :
The convergence analysis of a sign algorithm with decreasing gain, when governing the weights of an adaptive filter, is presented. The analysis is done in a noiseless case. A rigorous proof of almost-sure convergence to the optimal filter is attained under a weak-ergodicity assumption that includes the case, important in practice, of correlated observations
Keywords :
convergence; filtering and prediction theory; filters; noise; adaptive filter; adaptive filtering; convergence analysis; correlated observations; decreasing gain sign algorithm; noiseless case; optimal filter; weak-ergodicity assumption; Acoustics; Adaptive filters; Algorithm design and analysis; Analysis of variance; Convergence; Filtering algorithms; Least squares approximation; Probability density function; Signal processing algorithms; Steady-state;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
