Novel steepest descent adaptive filters derived from new performance function

새로운 성능지수 함수에 대한 직강하 적응필터

A novel steepest descent adaptive filter algorithm, which uses the instantaneous stochastic gradient for the steepest descent direction, is derived from a newly devised performance index function. The performance function for the new algorithm is improved from that for the LMS in consideration that the stochastic steepest descent method is utilized to minimize the performance index iterativly. Through mathematical analysis and computer simulations, it is verified that there are substantial improvements in convergence and misadjustments even though the computational simplicity and the robustness of the LMS algorithm are hardly sacrificed. On the other hand, the new algorithm can be interpreted as a variable step size adaptive filter, and in this respect a heuristic method is proposed in order to reduce the noise caused by the step size fluctuation.