Convergence Analysis of a Mixed Controlled Adaptive Algorithm

A newly developed adaptive scheme for system identification is proposed. The proposed algorithm is a mixture of two norms, namely, the -norm and the -norm ( ), where a controlling parameter in the range is used to control the mixture of the two norms. Existing algorithms based on mixed norm can be c...

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Bibliographic Details
Published in:EURASIP journal on advances in signal processing 2010-12, Vol.2010 (1), Article 893809
Main Author: Zidouri, Abdelmalek
Format: Article
Language:English
Subjects:
Engineering
Quantum Information Technology
Research Article
Signal,Image and Speech Processing
Spintronics
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Summary:A newly developed adaptive scheme for system identification is proposed. The proposed algorithm is a mixture of two norms, namely, the -norm and the -norm ( ), where a controlling parameter in the range is used to control the mixture of the two norms. Existing algorithms based on mixed norm can be considered as a special case of the proposed algorithm. Therefore, our algorithm can be seen as a generalization to these algorithms. The derivation of the algorithm and its convexity property are reported and detailed. Also, the first moment behaviour as well as the second moment behaviour of the weights is studied. Bounds for the step size on the convergence of the proposed algorithm are derived, and the steady-state analysis is carried out. Finally, simulation results are performed and are found to corroborate with the theory developed.
ISSN:1687-6180
1687-6180
DOI:10.1155/2010/893809