Talks and Poster Presentations (with Proceedings-Entry):
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;
2011-05-22
- 2011-05-27; 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 ID pp. 4136-4139,
4 pages.
English abstract:
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.
German abstract:
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.
Keywords:
Adaptive filter analysis and design, adaptive gradient type filters, error bounds, l2-stability, mismatch,
Electronic version of the publication:
http://publik.tuwien.ac.at/files/PubDat_197124.pdf
Related Projects:
Project Head Markus Rupp:
Signal and Information Processing in Science and Engineering - Entwicklungsmethodik
Created from the Publication Database of the Vienna University of Technology.