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On asymptotic properties of a constant-step-size sign-error algorithm for adaptive filtering

On asymptotic properties of a constant-step-size sign-error algorithm for adaptive filtering
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摘要 This work is devoted to asymptotic properties of a sign-error adaptive filtering algorithm with constant step size. Under much weaker conditions than those that appear in the literature, we obtain convergence and rate of convergence by using weak convergence methods. An example is provided to demonstrate the performance of the algorithm. This work is devoted to asymptotic properties of a sign-error adaptive filtering algorithm with constant step size. Under much weaker conditions than those that appear in the literature, we obtain convergence and rate of convergence by using weak convergence methods. An example is provided to demonstrate the performance of the algorithm.
作者 殷刚 陈翰馥
出处 《Science in China(Series F)》 EI 2002年第5期321-334,共14页 中国科学(F辑英文版)
基金 The first author was supported in part by the National Science Foundation of USA(Grant No. DMS-9877090), and the second author was supported in part by the National Key Project of China and the National Natural Science Foundation of China.
关键词 sign-error algorithm constant step size weak convergence rate of convergence diffusion limit. sign-error algorithm, constant step size, weak convergence, rate of convergence, diffusion limit.
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参考文献1

  • 1Billingsley,P.Convergence of Probability Measures, 2nd ed[]..1999

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