A Generalised Mixed Norm Stochastic Gradient Algorithm

@article{Boukis2007AGM,
title={A Generalised Mixed Norm Stochastic Gradient Algorithm},
author={Christos Boukis and D. Mandic and A. G. Constantinides},
journal={2007 15th International Conference on Digital Signal Processing},
year={2007},
pages={27-30}
}

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 optimalâ€¦Â CONTINUE READING