Title :
Adaptive algorithms with nonlinear data and error functions
Author :
Sethares, William A.
Author_Institution :
Dept. of Electr. & Comput. Eng., Wisconsin Univ., Madison, WI, USA
fDate :
9/1/1992 12:00:00 AM
Abstract :
The tools of nonlinear system theory are used to examine several common nonlinear variants of the LMS algorithm and derive a persistence of excitation criterion for local exponential stability. The condition is tight when the inputs are periodic, and a generic counterexample is demonstrated which gives (local) instability for a large class of such nonlinear versions of LMS, specifically, those which utilize a nonlinear data function. The presence of a nonlinear error function is found to be relatively benign in that it does not affect the stability of the error system. Rather, it defines the cost function the algorithm tends to minimize. Specific examples include the dead zone modification, the cubed data nonlinearity, the cubed error nonlinearity, the signed regressor algorithm, and a single-layer version of the backpropagation algorithm
Keywords :
adaptive filters; filtering and prediction theory; least squares approximations; nonlinear systems; stability; LMS algorithm; adaptive algorithms; backpropagation algorithm; cost function; cubed data nonlinearity; cubed error nonlinearity; dead zone modification; filtering; local exponential stability; nonlinear data function; nonlinear error function; nonlinear system theory; nonlinear variants; persistence of excitation criterion; signed regressor algorithm; single-layer version; Adaptive algorithm; Adaptive systems; Backpropagation algorithms; Convergence; Cost function; Helium; Least squares approximation; Nonlinear systems; Signal generators; Stability criteria;
Journal_Title :
Signal Processing, IEEE Transactions on