Convergence analysis of the sign algorithm for adaptive filtering

نویسندگان

  • Elias Masry
  • Francesco Bullo
چکیده

We consider the convergence analysis of the sign algorithm for adaptive filtering when the input processes are uncorrelated and Gaussian. Asymptotic time-averaged convergence results for the mean deviation error, mean-square deviation error, and for the signal estimation error are established. These results are shown to hold for arbitrary step size μ > 0.

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عنوان ژورنال:
  • IEEE Trans. Information Theory

دوره 41  شماره 

صفحات  -

تاریخ انتشار 1995