A variable step-size SIG algorithm for realizing the optimal adaptive FIR filter

  • Badong Chen
  • Yu Zhu
  • Jinchun Hu
  • Jose C. Principe
Regular Papers Control Theory

Abstract

In this paper, we propose an optimal adaptive FIR filter, in which the step-size and error nonlinearity are simultaneously optimized to maximize the decrease of the mean square deviation (MSD) of the weight error vector at each iteration. The optimal step-size and error nonlinearity are derived, and a variable step-size stochastic information gradient (VS-SIG) algorithm is developed to approximately implement the optimal adaptation. Simulation results indicate that this new algorithm achieves faster convergence rate and lower misadjustment error in comparison with other adaptive algorithms.

Keywords

Adaptive FIR filter optimal error nonlinearity stochastic information gradient (SIG) variable step-size 

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Copyright information

© Institute of Control, Robotics and Systems and The Korean Institute of Electrical Engineers and Springer-Verlag Berlin Heidelberg  2011

Authors and Affiliations

  • Badong Chen
    • 1
  • Yu Zhu
    • 2
  • Jinchun Hu
    • 2
  • Jose C. Principe
    • 1
  1. 1.Department of Electrical and Computer EngineeringUniversity of FloridaGainesvilleUSA
  2. 2.Institute of Manufacturing Engineering, Department of Precision Instruments and MechanologyTsinghua UniversityBeijingP. R. China

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