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


Vol. 31,  No. 12, pp. 1280-1287, Dec.  2006


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  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 in 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.

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  Cite this article

[IEEE Style]

H. Kim, "Analysis of a Modified Stochastic Gradient-Based Filter with Variable Scaling Parameter," The Journal of Korean Institute of Communications and Information Sciences, vol. 31, no. 12, pp. 1280-1287, 2006. DOI: .

[ACM Style]

Haejung Kim. 2006. Analysis of a Modified Stochastic Gradient-Based Filter with Variable Scaling Parameter. The Journal of Korean Institute of Communications and Information Sciences, 31, 12, (2006), 1280-1287. DOI: .

[KICS Style]

Haejung Kim, "Analysis of a Modified Stochastic Gradient-Based Filter with Variable Scaling Parameter," The Journal of Korean Institute of Communications and Information Sciences, vol. 31, no. 12, pp. 1280-1287, 12. 2006.