TY - GEN
T1 - A deterministic analysis of variable-metric adaptive filtering algorithms under small metric-fluctuations
AU - Yukawa, Masahiro
AU - Yamada, Isao
PY - 2010
Y1 - 2010
N2 - 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.
AB - 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.
KW - Adaptive filtering
KW - Deterministic convergence analysis
KW - Metric-projection
KW - Proportionate adaptive filter
UR - http://www.scopus.com/inward/record.url?scp=78049374297&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=78049374297&partnerID=8YFLogxK
U2 - 10.1109/ICASSP.2010.5495869
DO - 10.1109/ICASSP.2010.5495869
M3 - Conference contribution
AN - SCOPUS:78049374297
SN - 9781424442966
T3 - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
SP - 3730
EP - 3733
BT - 2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010 - Proceedings
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010
Y2 - 14 March 2010 through 19 March 2010
ER -