An Improved Exponentiated stochastic gradient algorithm

Author

Rusu, Corneliu ; Cowan, Colin F N

Author_Institution

Fac. of Electron., Telecom, & Inf. Tech., Tech. Univ. of Cluj-Napoca, Cluj-Napoca, Romania

fYear

2010

fDate

May 30 2010-June 2 2010

Firstpage

2980

Lastpage

2983

Abstract

Recently, few stochastic gradient algorithms have been proposed and they are based on cost functions that have exponential dependence on the chosen error. However, we have experienced that the proposed cost function based on exponential of the squared error does not converge always. In this paper we modify this cost function in order to assure the convergence and a new IE (Improved Exponentiated) stochastic gradient algorithm has been obtained. The resulting method has attractive properties in both stationary and abrupt-change situations.

Keywords

FIR filters; adaptive filters; convergence of numerical methods; gradient methods; least mean squares methods; stochastic processes; adaptive FIR filter; cost function; exponential dependence; improved exponentiated stochastic gradient algorithm; least-mean-square; squared error exponential; Adaptive filters; Adaptive signal processing; Convergence; Cost function; Finite impulse response filter; Least squares approximation; Signal processing algorithms; Stochastic processes; Stochastic resonance; Telecommunications;

fLanguage

English

Publisher

ieee

Conference_Titel

Circuits and Systems (ISCAS), Proceedings of 2010 IEEE International Symposium on

Conference_Location

Paris

Print_ISBN

978-1-4244-5308-5

Electronic_ISBN

978-1-4244-5309-2

Type

conf

DOI

10.1109/ISCAS.2010.5538010

Filename

5538010