ERROR-ENERGY BOUNDS FOR ADAPTIVE GRADIENT ALGORITHMS

Authors
Citation
Ah. Sayed et M. Rupp, ERROR-ENERGY BOUNDS FOR ADAPTIVE GRADIENT ALGORITHMS, IEEE transactions on signal processing, 44(8), 1996, pp. 1982-1989
Citations number
22
Categorie Soggetti
Engineering, Eletrical & Electronic
ISSN journal
1053587X
Volume
44
Issue
8
Year of publication
1996
Pages
1982 - 1989
Database
ISI
SICI code
1053-587X(1996)44:8<1982:EBFAGA>2.0.ZU;2-G
Abstract
The paper establishes robustness, optimality, and convergence properti es of the widely used class of instantaneous-gradient adaptive algorit hms, The analysis is carried out in a purely deterministic framework a nd 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 a s explain, relevant aspects of the robust performance of adaptive grad ient filters (along the lines of H-infinity theory).