Spline adaptive filtering algorithm based on different iterative gradients: Performance analysis and comparison

Sihai Guan , Bharat Biswal
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引用次数: 1

Abstract

Two novel spline adaptive filtering (SAF) algorithms are proposed by combining different iterative gradient methods, i.e., Adagrad and RMSProp, named SAF-Adagrad and SAF-RMSProp, in this paper. Detailed convergence performance and computational complexity analyses are carried out also. Furthermore, compared with existing SAF algorithms, the influence of step-size and noise types on SAF algorithms are explored for nonlinear system identification under artificial datasets. Numerical results show that the SAF-Adagrad and SAF-RMSProp algorithms have better convergence performance than some existing SAF algorithms (i.e., SAF-SGD, SAF-ARC-MMSGD, and SAF-LHC-MNAG). The analysis results of various measured real datasets also verify this conclusion. Overall, the effectiveness of SAF-Adagrad and SAF-RMSProp are confirmed for the accurate identification of nonlinear systems.

基于不同迭代梯度的样条自适应滤波算法:性能分析与比较
本文结合不同的迭代梯度方法,提出了两种新的样条自适应滤波(SAF)算法,即Adagrad和RMSProp,分别命名为SAF-Adagrd和SAF-RMSProp。详细的收敛性能和计算复杂度分析也进行了。此外,与现有的SAF算法相比,探讨了人工数据集下非线性系统辨识的步长和噪声类型对SAF算法的影响。数值结果表明,SAF-Adagrad和SAF-RMSProp算法比现有的SAF算法(即SAF-SGD、SAF-ARC-MMSGD和SAF-LHC-MNAG)具有更好的收敛性能。各种实测真实数据集的分析结果也验证了这一结论。总体而言,SAF-Adagrad和SAF-RMSProp对于非线性系统的精确识别的有效性得到了证实。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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