Title :
A class of gradient-adaptive step size algorithms for complex-valued nonlinear neural adaptive filters
Author :
Goh, Su Lee ; Mandic, Danilo P.
Author_Institution :
Imperial Coll., London, UK
Abstract :
A class of variable step-size algorithms for complex-valued nonlinear neural adaptive finite impulse response (FIR) filters realised as a dynamical perceptron is proposed. The adaptive step-size is updated using gradient descent to give variable step-size complex-valued nonlinear gradient descent (VSCNGD) algorithms. These algorithms are shown to be capable of tracking signals with rich and unknown dynamics, and exhibit faster convergence and smaller steady state error than the standard algorithms. Further, the analysis of stability and computational complexity is provided. Simulations in the prediction setting support the approach.
Keywords :
FIR filters; adaptive filters; computational complexity; convergence; filtering theory; gradient methods; neural nets; nonlinear filters; FIR filters; VSCNGD algorithms; complex-valued nonlinear neural adaptive filters; complex-valued nonlinear neural adaptive finite impulse response filters; computational complexity; convergence; dynamical perceptron; gradient descent updated adaptive step-size; gradient-adaptive step size algorithms; prediction setting; signal tracking; stability; steady state error; variable step-size algorithms; variable step-size complex-valued nonlinear gradient descent algorithms; Adaptive filters; Computational complexity; Convergence; Equations; Filtering algorithms; Finite impulse response filter; Image analysis; Least squares approximation; Low pass filters; Steady-state;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2005. Proceedings. (ICASSP '05). IEEE International Conference on
Print_ISBN :
0-7803-8874-7
DOI :
10.1109/ICASSP.2005.1416288