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M. Rupp:
"On Gradient Type Adaptive Filters With Non-Symmetric Matrix Step-Sizes";
Poster: IEEE Int. Conference on Acoustics, Speech, and Signal Processing (ICASSP), Prague; 22.05.2011 - 27.05.2011; in: "The 36th International Conference on Acoustics, Speech and Signal Processing", proceedings, IEEE Catalog Number: CFP11ICA-USB (2011), ISBN: 978-1-4577-0537-3; Paper-Nr. pp. 4136-4139, 4 S.

Abstract-In this contribution we provide a thorough stability analysis
of gradient type algorithms with non-symmetric matrix step-sizes. We
hereby extend existing analyses for symmetric matrix step-sizes and
present several methods to derive step-size bounds. Although we can
guarantee the l2−stability for such algorithms only under very restrictive
conditions, we are able to proof convergence in the mean square sense
under much more general conditions. Some of the derived step-size
bounds turn out to very tight and allow for accurate algorithmic design.

Abstract-In this contribution we provide a thorough stability analysis
of gradient type algorithms with non-symmetric matrix step-sizes. We
hereby extend existing analyses for symmetric matrix step-sizes and
present several methods to derive step-size bounds. Although we can
guarantee the l2−stability for such algorithms only under very restrictive
conditions, we are able to proof convergence in the mean square sense
under much more general conditions. Some of the derived step-size
bounds turn out to very tight and allow for accurate algorithmic design.

Adaptive filter analysis and design, adaptive gradient type filters, error bounds, l2-stability, mismatch,

http://publik.tuwien.ac.at/files/PubDat_197124.pdf

Projektleitung Markus Rupp:
Signal and Information Processing in Science and Engineering - Entwicklungsmethodik