Christos Boukis, D. Mandic, A. Constantinides

Jul 1, 2007

Citations

4

Influential Citations

14

Citations

Journal

2007 15th International Conference on Digital Signal Processing

Abstract

A novel stochastic gradient algorithm for finite impulse response (FIR) adaptive filters, termed the least sum of exponentials (LSE), is introduced. In order to provide a generalisation of the class of weighted mixed norm algorithms and at the same time avoid problems associated with a large number of free paramaters of such algorithms, LSE is derived by minimising a sum of error exponentials. A rigourous mathematical analysis is provided, resulting in closed form expressions for the optimal weights and the upper bound of the learning rate. The analysis is supported by simulations in a system identification setting.

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