Least mean absolute third (LMAT) adaptive algorithm:part I. mean and mean-squared convergence properties

최소평균절대값삼승 (LMAT) 적응 알고리즘: Part I. 평균 및 평균자승 수렴특성

  • 김상덕 (한양대학교 전자공학과) ;
  • 김성수 (한양대학교 전자공학과) ;
  • 조성호 (한양대학교 전자공학과)
  • Published : 1997.10.01

Abstract

This paper presents a convergence analysis of the stocastic gradient adaptive algorithm based on the least mean absolute third (LMAT) error criteriohn. Under the assumption that the signals involved are zero-mean, wide-sense sateionaryand gaussian, a set of nonlinear difference equations that characterizes the mean and mean-squared behavior of the algorithm is derived. Computer simulation resutls show fairly good agreements between the theoetical and empirical behaviors of the algorithm.

본 논문에서는 고차통계에 의한 적응알고리즘 가운데 오차의 평균절대값삼승(LMAT)을 최소화하는 알고리즘의 수렴특성에 대하여 분석하였다. 사용된 입력신호가 Gaussian 분포를 갖는다는 가정하에 알고리즘의 평균자승 추정오차와 필터계수의 평균 및 평균자승 특성에 대해 정량적인 분석을 수행하였으며, 이에 대한 관계식을 각각 유도하였다. 이론적으로 분석된 결과는 컴퓨터 모의실험에 의하여 그 타당성을 검증하였고, 이론치와 실험치가 거의 일치함을 확인하였다.

Keywords

References

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