Title
An efficient least mean squares algorithm based on q-gradient
Abstract
In this work, we propose a novel LMS type algorithm by utilizing the q-gradient. The concept of q-gradient is derived from the definition of Jacksons derivative which is also called as the q-derivative. The q-gradient based LMS algorithm results in faster convergence for q > 1 because of the fact that the q-derivative, unlike the conventional derivative which evaluates tangent, computes the secant of the cost function and hence takes larger steps towards the optimum solution. We show an important application of the proposed q-LMS algorithm in which it acts like a whitening filter. Convergence analysis of the proposed algorithm is also presented. Simulation results are presented to support our theoretical findings.
Year
DOI
Venue
2014
10.1109/ACSSC.2014.7094580
Pacific Grove, CA
Keywords
Field
DocType
convergence of numerical methods,filtering theory,gradient methods,least mean squares methods,Jacksons derivative,convergence analysis,cost function,least mean squares algorithm,optimum solution,q-derivative,q-gradient based LMS algorithm,whitening filter,Convergence analysis,LMS algorithm,q-LMS algorithm,q-gradient
Convergence (routing),Least mean squares filter,Mathematical optimization,Whitening filter,Least mean square algorithm,Tangent,Recursive least squares filter,Mathematics
Conference
ISSN
Citations 
PageRank 
1058-6393
1
0.36
References 
Authors
7
3
Name
Order
Citations
PageRank
Ubaid M. Al-Saggaf1379.76
Muhammad Moinuddin281.92
Azzedine Zerguine334351.98