Error surfaces of recursive adaptive filters
- 1 June 1981
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Acoustics, Speech, and Signal Processing
- Vol. 29 (3), 763-766
- https://doi.org/10.1109/tassp.1981.1163588
Abstract
For an adaptive filter with N adjustable coefficients or weights, the "error surface" is a plot, in N + 1 dimensions, of the mean-squared error versus the N coefficient values. If the adaptive filter is nonrecursive, the error surface is a quadratic function of the coefficients. With recursive adaptive filters, the error surface is not quadratic and may even have local minima. In this correspondence we discuss the nature of the recursive error surface and give examples of conditions under which local minima may exist. We conclude with a discussion of the effects of the nonquadratic error surface on gradient-search algorithms for recursive adaptive filters.Keywords
This publication has 6 references indexed in Scilit:
- On using the sequential regression (SER) algorithm for long-term signal processingPublished by Institute of Electrical and Electronics Engineers (IEEE) ,2005
- On the convergence properties of the simple hyperstable adaptive recursive filter (SHARF)Published by Institute of Electrical and Electronics Engineers (IEEE) ,2005
- On an adaptive algorithm for IIR filtersProceedings of the IEEE, 1978
- Comments on and additions to "An adaptive recursive LMS filter"Proceedings of the IEEE, 1977
- Adaptive noise cancelling: Principles and applicationsProceedings of the IEEE, 1975
- Uniqueness of the maximum likelihood estimates of the parameters of an ARMA modelIEEE Transactions on Automatic Control, 1974