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A time-domain feedback analysis of filtered-error adaptive gradient algorithms

机译:滤波误差自适应梯度算法的时域反馈分析

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This paper provides a time-domain feedback analysis of gradient-based adaptive schemes. A key emphasis is on the robustness performance of the adaptive filters in the presence of disturbances and modeling uncertainties (along the lines of H/sup /spl infin//-theory and robust filtering). The analysis is carried out in a purely deterministic framework and assumes no prior statistical information or independence conditions. It is shown that an intrinsic feedback structure can be associated with the varied adaptive schemes. The feedback structure is motivated via energy arguments and is shown to consist of two major blocks: a time-variant lossless (i.e., energy preserving) feedforward path and a time-variant feedback path. The configuration is further shown to lend itself to analysis via a so-called small gain theorem, thus leading to stability and robustness conditions that require the contractivity of certain operators. Choices for the step-size parameter in order to guarantee faster rates of convergence are also derived, and simulation results are included to demonstrate the theoretical findings. In addition, the time-domain analysis provided in this paper is shown to extend the so-called transfer function approach to a general time-variant scenario without any approximations.
机译:本文提供了基于梯度的自适应方案的时域反馈分析。一个关键的重点是在存在干扰和建模不确定性的情况下(沿着H / sup / spl infin //-理论和鲁棒滤波的路线)自适应滤波器的鲁棒性性能。该分析是在纯粹确定性的框架中进行的,并且不假定先前的统计信息或独立性条件。结果表明,内在的反馈结构可以与各种自适应方案相关联。反馈结构是通过能量参数来激发的,并且显示为由两个主要模块组成:时变无损(即节能)前馈路径和时变反馈路径。进一步显示该配置可通过所谓的小增益定理进行分析,从而导致需要某些算子收缩的稳定性和鲁棒性条件。为了保证更快的收敛速度,还给出了步长参数的选择,并且包括了仿真结果以证明理论结果。另外,本文提供的时域分析显示出可以将所谓的传递函数方法扩展到没有任何近似的一般时变情况。

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