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A Variable Step-Size SIG Algorithm for Realizing the Optimal Adaptive FIR Filter
Badong Chen,Yu Zhu,Jinchun Hu,Jose C. Principe 제어·로봇·시스템학회 2011 International Journal of Control, Automation, and Vol.9 No.6
In this paper, we propose an optimal adaptive FIR filter, in which the step-size and error nonlinearity are simultaneously optimized to maximize the decrease of the mean square deviation (MSD) of the weight error vector at each iteration. The optimal step-size and error nonlinearity are derived, and a variable step-size stochastic information gradient (VS-SIG) algorithm is developed to approximately implement the optimal adaptation. Simulation results indicate that this new algorithm achieves faster convergence rate and lower misadjustment error in comparison with other adaptive algorithms.