Analysis of a low complexity variable step size adaptive algorithm

  • Authors:

  • Joseph B. Evans

  • Affiliations:

  • Telecommunications & Information Sciences Laboratory, Department of Electrical & Computer Engineering, University of Kansas, Lawrence, KS

  • Venue:
  • ICASSP'93 Proceedings of the 1993 IEEE international conference on Acoustics, speech, and signal processing: digital speech processing - Volume III
  • Year:
  • 1993

Quantified Score

Hi-index 0.00

Visualization

Abstract

A number of variable step size algorithms have been proposed to improve the performance of stochastic gradient based adaptive systems. In this paper, the convergence and steady state error performance of a low implementation complexity variable step size algorithm is analyzed. Iterative expressions for the evolution of the moments of the step size are derived. and are used in conjunction with expressions for the mean square error to predict the learning curve. Expressions for the steady state step size, from which the steady state mean square error can be found, are also developed. The analytical results are compared to simulation and are shown to agree well.