A variable step-size SIG algorithm for realizing the optimal adaptive FIR filter |
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Authors: | Badong Chen Yu Zhu Jinchun Hu Jose C Principe |
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Affiliation: | (1) Federal University of Rio de Janeiro, Rio de Janeiro, Brazil; |
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Abstract: | 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. |
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