• DocumentCode
    806899
  • Title

    Stochastic gradient algorithm for system identification using adaptive FIR-filters with too low number of coefficients

  • Author

    Poltmann, Rainer D.

  • Author_Institution
    Forschungsgruppe Akustik, Forchungsinst. der Deutschen Bundespost, Berlin, West Germany
  • Volume
    35
  • Issue
    2
  • fYear
    1988
  • fDate
    2/1/1988 12:00:00 AM
  • Firstpage
    247
  • Lastpage
    250
  • Abstract
    The stochastic gradient algorithm for the adaptive finite-impulse response (FIR)-identification of a linear quasi-time-invariant system is impaired if the number of impulse response samples of the system to be identified, which are different from zero, is greater than the number of coefficients of the adaptive FIR-filter. The degree of impairment is dependent on the kind of signal used for adjustment. Adjustment performed with stationary white noise causes only a stationary error, but when signals of instationary power (for instance, speech) are used, the convergence behavior of the algorithm is strongly deteriorated. To avoid this effect, the stochastic gradient algorithm is modified by lengthening the adjustment signal vector for the calculation of the step-size factor. The results are illustrated by the example of adaptive echo cancellation on telephone lines
  • Keywords
    convergence; digital filters; filtering and prediction theory; identification; linear systems; signal processing; stochastic processes; adaptive FIR-filters; adaptive echo cancellation; adjustment signal vector; convergence behavior; finite-impulse response; linear systems; quasi-time-invariant system; signal processing; step-size factor; stochastic gradient algorithm; system identification; telephone lines; Adaptive systems; Circuits and systems; Convergence; Echo cancellers; Speech enhancement; Stochastic resonance; Stochastic systems; System identification; Transversal filters; White noise;
  • fLanguage
    English
  • Journal_Title
    Circuits and Systems, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0098-4094
  • Type

    jour

  • DOI
    10.1109/31.1730
  • Filename
    1730