Title :
Necessary and sufficient conditions and robustness for convergence of adaptive filtering algorithms
Author :
Zhu, Yunmin ; Gao, Aijun
Author_Institution :
Inst. of Math. Sci., Acad. Sinica, Chengdu, China
Abstract :
The necessary and sufficient conditions for the almost sure convergence of adaptive filtering algorithms based on {a/n } stepsize are established. Assuming that the covariance of the output signal {Yn} and the cross-covariance of {Yn} and the reference signal {ψn} are constant, if {Yn Yn´} satisfies a law of large numbers (where ´ denotes transpose), then the necessary and sufficient condition for almost sure convergence of adaptive filtering algorithms is that {Yn ψn´} also satisfies the law of large numbers. Moreover when there exists a small deviation from the law of large numbers for { Yn Yn´} and {Yn ψn´}, there is also a bounded deviation dependent on the former from the convergence of the algorithms, and the latter tends to zero as the former goes to zero
Keywords :
adaptive filters; convergence; filtering and prediction theory; adaptive filtering; almost sure convergence; bounded deviation; cross-covariance; law of large numbers; necessary and sufficient condition; reference signal; robustness; {a/n} stepsize; Adaptive filters; Algorithm design and analysis; Convergence; Erbium; Filtering algorithms; Robustness; Signal processing; Stochastic processes; Sufficient conditions;
Conference_Titel :
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location :
Brighton
Print_ISBN :
0-7803-0450-0
DOI :
10.1109/CDC.1991.261716