Analysis of conjugate gradient algorithms for adaptive filtering

Author

Chang, Pi Sheng ; Willson, Alan N., Jr.

Author_Institution

Dept. of Electr. Eng., California Univ., Los Angeles, CA, USA

Volume

4

fYear

1997

fDate

9-12 Jun 1997

Firstpage

2292

Abstract

We describe and analyze two approaches to the implementation of the Conjugate Gradient algorithm for adaptive filtering. In particular their convergence rate and misadjustment are compared. A new analysis approach in the z-domain is used in order to find the asymptotic performance, and stability bounds are established. The behavior of the algorithms in finite word-length computation are described and dynamic range considerations are discussed. It is shown that, close to steady-state, the algorithms´ behaviors are similar to the Steepest Descent algorithm, where the stalling phenomenon is also observed. Using 16-bit fixed-point number representation, our simulations show that the algorithms are numerically stable

Keywords

adaptive filters; circuit stability; conjugate gradient methods; digital arithmetic; digital filters; adaptive filtering; asymptotic performance; conjugate gradient algorithms; convergence rate; dynamic range considerations; finite word-length computation; fixed-point number representation; misadjustment; stability bounds; stalling phenomenon; z-domain analysis; Adaptive filters; Algorithm design and analysis; Asymptotic stability; Computational modeling; Convergence; Dynamic range; Filtering algorithms; Performance analysis; Stability analysis; Steady-state;

fLanguage

English

Publisher

ieee

Conference_Titel

Circuits and Systems, 1997. ISCAS '97., Proceedings of 1997 IEEE International Symposium on

Print_ISBN

0-7803-3583-X

Type

conf

DOI

10.1109/ISCAS.1997.612780

Filename

612780