A deterministic analysis of variable-metric adaptive filtering algorithms under small metric-fluctuations

Masahiro Yukawa, Isao Yamada

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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.

Original languageEnglish
Title of host publication2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010 - Proceedings
Pages3730-3733
Number of pages4
DOIs
Publication statusPublished - 2010 Nov 8
Externally publishedYes
Event2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010 - Dallas, TX, United States
Duration: 2010 Mar 142010 Mar 19

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
ISSN (Print)1520-6149

Other

Other2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010
CountryUnited States
CityDallas, TX
Period10/3/1410/3/19

Keywords

  • Adaptive filtering
  • Deterministic convergence analysis
  • Metric-projection
  • Proportionate adaptive filter

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

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  • Cite this

    Yukawa, M., & Yamada, I. (2010). A deterministic analysis of variable-metric adaptive filtering algorithms under small metric-fluctuations. In 2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010 - Proceedings (pp. 3730-3733). [5495869] (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings). https://doi.org/10.1109/ICASSP.2010.5495869