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ICASSP
2011
IEEE

On gradient type adaptive filters with non-symmetric matrix step-sizes

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On gradient type adaptive filters with non-symmetric matrix step-sizes
—In this contribution we provide a thorough stability analysis of gradient type algorithms with non-symmetric matrix step-sizes. We hereby extend existing analyses for symmetric matrix step-sizes and present several methods to derive step-size bounds. Although we can guarantee the l2−stability for such algorithms only under very restrictive conditions, we are able to proof convergence in the mean square sense under much more general conditions. Some of the derived step-size bounds turn out to very tight and allow for accurate algorithmic design.
Markus Rupp
Added 21 Aug 2011
Updated 21 Aug 2011
Type Journal
Year 2011
Where ICASSP
Authors Markus Rupp
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