Analysis of a low complexity variable step size adaptive algorithm
- 1 January 1993
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- Vol. 3, 484-487 vol.3
- https://doi.org/10.1109/icassp.1993.319540
Abstract
A number of variable-step-size algorithms have been proposed to improve the performance of stochastic gradient based adaptive systems. In the present work, the convergence and steady-state error performance of a low-implementation-complexity variable-step-size algorithm is analyzed. Iterative expressions for the evolution of the moments of the step size are derived and are used in conjunction with expressions for the mean square error to predict the learning curve. Expressions for the steady-state size, from which the steady-state mean square error can be found, are also developed. The analytical results are compared with simulation and good agreement is found.Keywords
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