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research article

A time-domain feedback analysis of filtered-error adaptive gradient algorithms

Rupp, M.
•
Sayed, Ali H.  
1996
IEEE Transactions on Signal Processing

This paper provides a time-domain feedback analysis of gradient-based adaptive schemes. A key emphasis is on the robustness performance of the adaptive filters in the presence of disturbances and modeling uncertainties (along the lines of H/sup /spl infin//-theory and robust filtering). The analysis is carried out in a purely deterministic framework and assumes no prior statistical information or independence conditions. It is shown that an intrinsic feedback structure can be associated with the varied adaptive schemes. The feedback structure is motivated via energy arguments and is shown to consist of two major blocks: a time-variant lossless (i.e., energy preserving) feedforward path and a time-variant feedback path. The configuration is further shown to lend itself to analysis via a so-called small gain theorem, thus leading to stability and robustness conditions that require the contractivity of certain operators. Choices for the step-size parameter in order to guarantee faster rates of convergence are also derived, and simulation results are included to demonstrate the theoretical findings. In addition, the time-domain analysis provided in this paper is shown to extend the so-called transfer function approach to a general time-variant scenario without any approximations.

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Type
research article
DOI
10.1109/78.506609
Author(s)
Rupp, M.
Sayed, Ali H.  
Date Issued

1996

Publisher

Institute of Electrical and Electronics Engineers

Published in
IEEE Transactions on Signal Processing
Volume

44

Issue

6

Start page

1428

End page

1439

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
ASL  
Available on Infoscience
December 19, 2017
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/142877
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