On gradient type adaptive filters with non-symmetric matrix step-sizes

—In this contribution we provide a thorough stability analysis of gradient type algorithms with non-symmetric matrix step-sizes. We hereby extend existing analyses for symmetric matrix step-sizes and present several methods to derive step-size bounds. Although we can guarantee the l2−stability for such algorithms only under very restrictive conditions, we are able to proof convergence in the mean square sense under much more general conditions. Some of the derived step-size bounds turn out to very tight and allow for accurate algorithmic design.

• Type: Journal
• Year: 2011
• Where: ICASSP
• Authors: Markus Rupp
• Keywords: Accurate Algorithmic Design, ICASSP 2011, Mean Square Sense, Signal Processing, Thorough Stability Analysis