Performance analysis of adaptive filters equipped with the dual sign algorithm
- 1 January 1991
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Signal Processing
- Vol. 39 (1), 85-91
- https://doi.org/10.1109/78.80768
Abstract
A convergence analysis for stochastic gradient adaptive filters equipped with the dual sign algorithm (DSA) is presented. Expressions for the mean and mean-squared values of the coefficient misalignment vector are derived under the assumption that the input signal is Gaussian. The main differences between the current analysis and previous analyses are: (1) the present analysis is valid for arbitrary autocorrelation matrices, and (2) the analysis does not approximate the behavior for the DSA as switching between two sign algorithms a certain amount of time after the DSA is initialized. A simulation example comparing the analytical results with empirical ones is presented and the two curves show excellent agreement with each other.Keywords
This publication has 13 references indexed in Scilit:
- A comparison of two quantized state adaptive algorithmsIEEE Transactions on Acoustics, Speech, and Signal Processing, 1989
- An efficient FIR adaptive filter using DPCM and the sign algorithmIEEE Transactions on Acoustics, Speech, and Signal Processing, 1989
- Improved convergence analysis of stochastic gradient adaptive filters using the sign algorithmIEEE Transactions on Acoustics, Speech, and Signal Processing, 1987
- Dual Sign Algorithm for Adaptive FilteringIEEE Transactions on Communications, 1986
- An efficient lattice predictor algorithm for instantaneous frequency estimationSignal Processing, 1986
- Adaptive filtering with binary reinforcementIEEE Transactions on Information Theory, 1984
- Adaptive filter performance with nonlinearities in the correlation multiplierIEEE Transactions on Acoustics, Speech, and Signal Processing, 1982
- Comparison of the convergence of two algorithms for adaptive FIR digital filtersIEEE Transactions on Acoustics, Speech, and Signal Processing, 1981
- A useful theorem for nonlinear devices having Gaussian inputsIEEE Transactions on Information Theory, 1958
- Asymptotic properties of Markoff transition prababilitiesTransactions of the American Mathematical Society, 1948