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

Masahiro Yukawa, Isao Yamada

研究成果: Conference contribution

抄録

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.

本文言語English
ホスト出版物のタイトル2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010 - Proceedings
出版社Institute of Electrical and Electronics Engineers Inc.
ページ3730-3733
ページ数4
ISBN(印刷版)9781424442966
DOI
出版ステータスPublished - 2010
外部発表はい
イベント2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010 - Dallas, TX, United States
継続期間: 2010 3月 142010 3月 19

出版物シリーズ

名前ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
ISSN(印刷版)1520-6149

Other

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

ASJC Scopus subject areas

  • ソフトウェア
  • 信号処理
  • 電子工学および電気工学

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