Convergence analysis of the sign algorithm for adaptive filtering

Authors:
E. Masry;F. Bullo
Affiliations:
Dept. of Electr. & Comput. Eng., California Univ., San Diego, La Jolla, CA;-
Venue:
IEEE Transactions on Information Theory
Year:
2006

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Abstract

We consider the convergence analysis of the sign algorithm for adaptive filtering when the input processes are uncorrelated and Gaussian and a fixed step size μ>0 is used. Exact recursive equations for the covariance matrix of the deviation error are established for any step size μ>0. Asymptotic time-averaged convergence for the mean-absolute deviation error, mean-square deviation error, and for the signal mean-square estimation error are established. These results are shown to hold for arbitrary step size μ>0