Name
Title | ||
|---|---|---|
A deterministic analysis of variable-metric adaptive filtering algorithms under small metric-fluctuations |
Abstract | ||
|---|---|---|
We present a rigorous deterministic analysis of the variable-metric adaptive filtering algorithms (including the transform-domain, LMS/Newton, and proportionate adaptive filters) by using the framework of variable-metric adaptive projected subgradient method (Yukawa et al. 2007). Under small metric-fluctuations, we present the useful properties of (i) monotone approximation - with respect to a certain constant metric - indicating the stability of the algorithm and (ii) convergence to an asymptotically optimal point. Numerical examples show the advantage of the variable-metric adaptive filtering algorithms and suggest the validity of the analysis. |
Year | DOI | Venue |
|---|---|---|
2010 | 10.1109/ICASSP.2010.5495869 | ICASSP |
Keywords | Field | DocType |
adaptive filters,convergence of numerical methods,filtering theory,gradient methods,adaptive projected subgradient method,asymptotically optimal point,convergence,monotone approximation,small metric-fluctuation,variable-metric adaptive filtering algorithm,Adaptive filtering,deterministic convergence analysis,metric-projection,proportionate adaptive filter | Convergence (routing),Approximation algorithm,Mathematical optimization,Algorithm design,Linear system,Computer science,Exponential stability,Adaptive filter,Asymptotically optimal algorithm,Monotone polygon | Conference |
ISSN | Citations | PageRank |
1520-6149 | 0 | 0.34 |
References | Authors | |
1 | 2 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Masahiro Yukawa | 1 | 272 | 30.44 |
| isao yamada | 2 | 953 | 74.52 |