Sign-Regressor Adaptive Filtering Algorithms Using Averaged Iterates and Observations
作者： C. Ion , G. Yin , V. Krishnamurthy
关键词:
摘要: Motivated by the resurgent interest in efficient adaptive signal processing algorithms for interference suppression wireless CDMA (Code Division Multiple Access) communication networks, this paper is concerned with asymptotic properties of filtering algorithms. Our focus on improving efficiency sign-regressor procedures, which are known to have reduced complexity compared usual LMS and better performance sign-error procedures. In view recent developments iterate averaging stochastic approximation methods, that include both observation suggested. It shown such converge true parameter convergence rate optimal.
springer.com
sci-hub.st 参考文章(23)
G. Yin, Adaptive filtering with averaging Springer, New York, NY. pp. 375- 396 ,(1995) , 10.1007/978-1-4419-8568-2_18
Convergence analysis of self-adaptive equalizers IEEE Transactions on Information Theory. ,vol. 30, pp. 161- 176 ,(1984) , 10.1109/TIT.1984.1056896
Adaptive filtering with binary reinforcement IEEE Transactions on Information Theory. ,vol. 30, pp. 191- 199 ,(1984) , 10.1109/TIT.1984.1056890
A. Benveniste, M. Goursat, G. Ruget, Analysis of stochastic approximation schemes with discontinuous and dependent forcing terms with applications to data communication algorithms IEEE Transactions on Automatic Control. ,vol. 25, pp. 1042- 1058 ,(1980) , 10.1109/TAC.1980.1102497
Harold J. Kushner, Jichuan Yang, Stochastic approximation with averaging of the iterates: optimal asymptotic rate of convergence for general processes Siam Journal on Control and Optimization. ,vol. 31, pp. 1045- 1062 ,(1993) , 10.1137/0331047
Mariane Pelletier, Asymptotic Almost Sure Efficiency of Averaged Stochastic Algorithms SIAM Journal on Control and Optimization. ,vol. 39, pp. 49- 72 ,(2000) , 10.1137/S0363012998308169
G. Yin, K Yin, Asymptotically optimal rate of convergence of smoothed stochastic recursive algorithms Stochastics and Stochastics Reports. ,vol. 47, pp. 21- 46 ,(1994) , 10.1080/17442509408833881
Weak convergence and asymptotic properties of adaptive filters with constant gains IEEE Transactions on Information Theory. ,vol. 30, pp. 177- 182 ,(1984) , 10.1109/TIT.1984.1056897
László Gerencsér, Rate of convergence of recursive estimators Siam Journal on Control and Optimization. ,vol. 30, pp. 1200- 1227 ,(1992) , 10.1137/0330064