Analysis of stochastic gradient identification of Hermite polynomial systems with memory

Author

Celka, P. ; Bershad, N.J. ; Vesin, J.M.

Author_Institution

Dept. of Electr. Eng., Swiss Fed. Inst. of Technol., Lausanne, Switzerland

Volume

2

fYear

1999

fDate

1999

Firstpage

1001

Abstract

This paper presents analytical and Monte Carlo results for a stochastic gradient adaptive scheme which identifies an orthogonal polynomial-type nonlinear system with memory. The analysis includes recursions for the mean and fluctuation behavior of the adaptive parameters as well computation of the mean-square error increase due to the adaptation process

Keywords

Monte Carlo methods; adaptive estimation; filtering theory; gradient methods; identification; mean square error methods; nonlinear systems; polynomials; stochastic processes; Hermite polynomial systems; Monte Carlo results; adaptive parameters; approximate solution; fluctuation behavior; linear filter estimation; mean behavior; mean-square error; memory; orthogonal polynomial-type nonlinear system; statistical analysis; stochastic gradient adaptive scheme; stochastic gradient identification; Adaptive signal processing; Australia; Fluctuations; Nonlinear filters; Polynomials; Signal processing algorithms; Stochastic processes; Stochastic systems; Taylor series; Vectors;

fLanguage

English

Publisher

ieee

Conference_Titel

Signal Processing and Its Applications, 1999. ISSPA '99. Proceedings of the Fifth International Symposium on

Conference_Location

Brisbane, Qld.

Print_ISBN

1-86435-451-8

Type

conf

DOI

10.1109/ISSPA.1999.815840

Filename

815840