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research article
Error-energy bounds for adaptive gradient algorithms
The paper establishes robustness, optimality, and convergence properties of the widely used class of instantaneous-gradient adaptive algorithms. The analysis is carried out in a purely deterministic framework and assumes no a priori statistical information. It employs the Cauchy-Schwarz inequality for vectors in an Euclidean space and derives local and global error-energy bounds that are shown to highlight, as well as explain, relevant aspects of the robust performance of adaptive gradient filters (along the lines of H/sup /spl infin// theory).
Type
research article
Authors
Publication date
1996
Publisher
Published in
Volume
44
Issue
8
Start page
1982
End page
1989
Peer reviewed
REVIEWED
EPFL units
Available on Infoscience
December 19, 2017
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