A Novel Family of Adaptive Filtering Algorithms Based on the Logarithmic Cost

@article{Sayin2014ANF,
  title={A Novel Family of Adaptive Filtering Algorithms Based on the Logarithmic Cost},
  author={Muhammed O. Sayin and N. Denizcan Vanli and Suleyman Serdar Kozat},
  journal={IEEE Transactions on Signal Processing},
  year={2014},
  volume={62},
  pages={4411-4424}
}
We introduce a novel family of adaptive filtering algorithms based on a relative logarithmic cost inspired by the “competitive methods” from the online learning literature. The competitive or regret based approaches stabilize or improve the convergence performance of adaptive algorithms through relative cost functions. The new family elegantly and gradually adjusts the conventional cost functions in its optimization based on the error amount. We introduce important members of this family of… CONTINUE READING
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