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符号算法在φ-混和输入情况下的收敛性

CONVERGENCE ANALYSIS OF THE SIGN ALGORITHM WITH φ-MIXING INPUT
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摘要 本文在E.Eweda 2000年文章结果的基础上,用符号算法(SA)考察了一类自适应辨识系统。证明了在输入和噪声信号是φ-混合情况下,对充分小的步长和任意初始权向量,权数偏离的绝对均值具有时间平均渐进收敛性。 Based on result of E. Eweda(2000), this paper has considered the problem of adaptive plant identification using sign algorithm (SA). Asymptotic time-averaged convergence for the mean absolute weight misalignment was proved for sufficient small step size and any initial weight vector, with the input and noise sequences being mixing.
作者 张艳霞
出处 《系统科学与数学》 CSCD 北大核心 2004年第1期129-137,共9页 Journal of Systems Science and Mathematical Sciences
基金 国家自然科学基金
关键词 符号算法 自适应辨识系统 SA φ-混和输入 收敛性 权数偏离 Mixing, independent, adaptive, identification, weight misalignment.
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参考文献6

  • 1Gersho A. Adaptive filtering with binary reinforement. IEEE Trans. Inform. Theory, 1984, IT-30(2): 191-199.
  • 2Eweda E. A tight upper bound of the average absolute error in a constant step size sign algorithm.IEEE Trans.Acoust., Speech, Signal Processing, 1989, 37(11): 1774-1776.
  • 3Eweda E. Almost sure convergence of a decreasing gain sign algorithm for adaptive filtering. IEEE Trans.Acoust.,Speech, Signal Processing, 1988, 36(10): 1669--1671.
  • 4Masry E and Bullo F. Convergence analysis of the sign algorithm for adaptive filtering. IEEE Trans.Inform. Theory, 1995, 41(2): 489-495.
  • 5Eweda E. Convergence analysis of the sign algorithm without the independence and Gaussian assumptions. IEEE Trans. Signal Processing, 2000, 48(9): 2535-2544.
  • 6Chow Y S and Henry T. Probability Theory: Independence, Interchangeability, Martingales, New York: Springer-Verlag, 1978.

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