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Analysis of a Modified Stochastic Gradient-Based Filter with Variable Scaling Parameter  

Kim, Hae-Jung (서경대학교 정보통신공학과)
Publication Information
The Journal of Korean Institute of Communications and Information Sciences / v.31, no.12C, 2006 , pp. 1280-1287 More about this Journal
Abstract
We propose a modified stochastic gradient-based (MSGB) filter showing that the filter is the solution to an optimization problem. This paper analyzes the properties of the MSGB filter that corresponds to the nonlinear adaptive filter with additional update terms, parameterized by the variable scaling factor. The variably parameterized MSGB filter plays a role iii connecting the fixed parameterized MSGB filter and the null parameterized MSGB filter through variably scaling parameter. The stability regions and misadjustments are shown. A system identification is utilized to perform the computer simulation and demonstrate the improved performance feature of the MSGB filter.
Keywords
MSGB filter; Variable parameter; Initial factor; Forgetting factor; System identification;
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