Title :
Convergence and tracking analysis of the ε-NSRLMF algorithm
Author :
Faiz, Mohammed Mujahid Ulla ; Zerguine, Azzedine
Author_Institution :
Dept. of Electr. Eng., King Fahd Univ. of Pet. & Miner., Dhahran, Saudi Arabia
Abstract :
In this work, the convergence and tracking behavior of the ε-normalized sign regressor least mean fourth (NSRLMF) algorithm are analyzed in the presence of white and correlated Gaussian data. Furthermore, the stability bound on the step-size of the ε-NSRLMF algorithm to ensure convergence in the mean, which also leads us to the mean convergence of the ε-normalized sign regressor least mean mixed-norm (NSRLMMN) algorithm is derived. Finally, simulation results are conducted to confirm the validity and performance of the proposed adaptive algorithm for both white and correlated Gaussian regressors.
Keywords :
Gaussian processes; adaptive signal processing; convergence; correlation theory; least mean squares methods; regression analysis; target tracking; ε-NSRLMF algorithm; €-normalized sign regressor least mean fourth; €-normalized sign regressor least mean mixed norm; NSRLMMN algorithm; adaptive algorithm; correlated Gaussian regressor; mean convergence analysis; stability bound; tracking analysis; white regressor; Algorithm design and analysis; Convergence; Estimation error; Noise; Signal processing algorithms; Simulation; Vectors; Convergence; LMF; NLMF; NSRLMF; SRLMF; Tracking;
Conference_Titel :
Acoustics, Speech and Signal Processing (ICASSP), 2013 IEEE International Conference on
Conference_Location :
Vancouver, BC
DOI :
10.1109/ICASSP.2013.6638747