On asymptotic properties of a constant-step-size sign-error algorithm for adaptive filtering

被引:0
|
作者
Yin, G
Chen, HF [1 ]
机构
[1] Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Lab Syst & Control, Beijing 100080, Peoples R China
[2] Wayne State Univ, Dept Math, Detroit, MI 48202 USA
来源
SCIENCE IN CHINA SERIES F | 2002年 / 45卷 / 05期
关键词
sign-error algorithm; constant step size; weak convergence; rate of convergence; diffusion limit;
D O I
10.1007/BF02714090
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This work is devoted to asymptotic properties of a sign-error adaptive filtering algorithm with constant step size. Under much weaker conditions than those that appear in the literature, we obtain convergence and rate of convergence by using weak convergence methods. An example is provided to demonstrate the performance of the algorithm.
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页码:321 / 334
页数:14
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