A Variable Step-Size SIG Algorithm for Realizing the Optimal Adaptive FIR Filter

作者：Chen Badong^*; Zhu Yu; Hu Jinchun; Principe Jose C

来源：International Journal of Control Automation and Systems, 2011, 9(6): 1049-1055.

DOI：10.1007/s12555-011-0604-6

• Adaptive FIR filter
• optimal error nonlinearity
• stochastic information gradient (SIG)
• variable step-size

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.

• 出版日期2011-12
• 单位清华大学