OPTIMUM STEP SIZE OF SIGN ALGORITHM FOR NONSTATIONARY ADAPTIVE FILTERING

被引：19
|
作者：
EWEDA, E
机构：
[1] Military Technical College, Kobry El-Kobba, Cairo
来源：
IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING | 1990年 / 38卷 / 11期
关键词：
D O I：
10.1109/29.103091
中图分类号：
O42 [声学];
学科分类号：
070206 ; 082403 ;
摘要：
The adaptive filtering sign algorithm (SA) is analyzed in the case of nonstationary and correlated data. The excess time average absolute estimation error (EAAE) is used as a performance index of the algorithm. It is proved that the EAAE is the sum of two terms: one proportional to the algorithm step size u and the other proportional to 1/µ. The optimum step size that minimizes the EAAE is found equal to ℚQ/P, with Q being the power of fluctuations of the optimal filter weights, and P being the power of filter input. This formula is derived under the assumption that increments of optimal Alter weights are white. Computer simulations are used to examine the validity of the formula for other models of variation of the optimal filter. Simulation results show a good fit with the obtained optimum step size formula. © 1990 IEEE
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页码：1897 / 1901
页数：5
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