Author :
Pazaitis, D.I. ; Constantinides, A.G.
Author_Institution :
Dept. of Electr. & Electron. Eng., Imperial Coll. of Sci., Technol. & Med., London, UK
fDate :
8/17/1995 12:00:00 AM
Abstract :
A stochastic gradient adaptive filter algorithm using a time-varying mixed criterion is proposed. The algorithm optimises a cost function based on an adaptively adjusted combination of the LMF and LMS functions. Two different combination strategies are studied and sufficient convergence conditions are presented. The time-varying nature of the cost function adds flexibility and enables rapid response of the algorithm
Keywords :
adaptive filters; convergence of numerical methods; filtering theory; least mean squares methods; stochastic processes; time-varying filters; LMF function; LMS function; LMS+F algorithm; combination strategies; convergence conditions; cost function optimisation; least mean fourth algorithm; least mean square algorithm; rapid response; stochastic gradient adaptive filter algorithm; time-varying mixed criterion;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19951026
