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A normalized gradient descent algorithm for nonlinear adaptive filters using a gradient adaptive step size

delete2001-11-01
delete42
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OA
AI
D
Danilo P. Mandic
A
Andrew I. Hanna
M
M. Razaz
DOI:10.1109/97.969448delete
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摘要

摘要

En 中文
A fully adaptive normalized nonlinear gradient descent (FANNGD) algorithm for online adaptation of nonlinear neural filters is proposed. An adaptive stepsize that minimizes the instantaneous output error of the filter is derived using a linearization performed by a Taylor series expansion of the output error. For rigor, the remainder of the truncated Taylor series expansion within the expression for the adaptive learning rate is made adaptive and is updated using gradient descent. The FANNGD algorithm is shown to converge faster than previously introduced algorithms of this kind.
Keyword:
adaptive step size
gradient descent algorithms
neural networks
nonlinear adaptive prediction
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期刊

IEEE Signal Processing Magazine 封面图
IEEE Signal Processing Magazine
IF:
9.6
论文数:
1.1W
被引数:
1.7W

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