Analysis of the Gradient-Descent Total Least-Squares Adaptive Filtering Algorithm

@article{Arablouei2014AnalysisOT,
  title={Analysis of the Gradient-Descent Total Least-Squares Adaptive Filtering Algorithm},
  author={Reza Arablouei and Stefan Werner and Kutluyil Dogançay},
  journal={IEEE Transactions on Signal Processing},
  year={2014},
  volume={62},
  pages={1256-1264}
}
The gradient-descent total least-squares (GD-TLS) algorithm is a stochastic-gradient adaptive filtering algorithm that compensates for error in both input and output data. We study the local convergence of the GD-TLS algoritlun and find bounds for its step-size that ensure its stability. We also analyze the steady-state performance of the GD-TLS algorithm and calculate its steady-state mean-square deviation. Our steady-state analysis is inspired by the energy-conservation-based approach to the… CONTINUE READING
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