Fast communication: H∞ bounds for quasi-Newton adaptive algorithm

  • Authors:

  • N. Kalyanasundaram;Abhishek Jindal;Anindya Gupta

  • Affiliations:

  • Department of Electronics and Communication Engineering, JIIT University, A-10, Sec-62, Noida 201 307, India;Department of Electronics and Communication Engineering, JIIT University, A-10, Sec-62, Noida 201 307, India;Department of Electronics and Communication Engineering, JIIT University, A-10, Sec-62, Noida 201 307, India

  • Venue:
  • Signal Processing
  • Year:
  • 2009

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Abstract

The upper and lower bounds for the H^~ norm of the quasi-Newton (QN) family of adaptive filtering algorithms are obtained. A simulation study of the behaviour of the bounds with respect to the iteration order and the weight-vector dimension for a practical input data model reveals that the QN family is quite robust against modelling errors and errors due to the uncertainty in the initial weight-vector assumption.