Mathematical Control and Related Fields (MCRF)

Sign-error adaptive filtering algorithms involving Markovian parameters
Pages: 781 - 806, Issue 4, December 2015

doi:10.3934/mcrf.2015.5.781      Abstract        References        Full text (655.2K)           Related Articles

Araz Hashemi - Department of Mathematical Sciences, University of Delaware, Newark, DE 19716, United States (email)
George Yin - Department of Mathematics, Wayne State University, Detroit, Michigan 48202, United States (email)
Le Yi Wang - Department of Electrical and Computer Engineering, Wayne State University, MI 48202, United States (email)

1 A. Benveniste, M. Metivier and P. Priouret, Adaptive Algorithms and Stochastic Approximations, Springer-Verlag, Berlin, 1990.       
2 P. Billingsley, Convergence of Probability Measures, J. Wiley, New York, 1968.       
3 H.-F. Chen and G. Yin, Asymptotic properties of sign algorithms for adaptive filtering, IEEE Trans. Automat. Control, 48 (2003), 1545-1556.       
4 E. Eweda, Convergence of the sign algorithm for adaptive filtering with correlated data, IEEE Trans. Inform. Theory, 37 (1991), 1450-1457.
5 J. Fang and H. Li, Adaptive distributed estimation of signal power from one-bit quantized data, IEEE Transactions on Aerospace and Electronic Systems, 46 (2010), 1893-1905.
6 A. Gersho, Adaptive filtering with binary reinforcement, IEEE Trans. Inform. Theory, 30 (1984), 191-199.
7 L. Guo, Stability of recursive stochastic tracking algorithms, SIAM Journal on Control and Optimization, 32 (1994), 1195-1225.       
8 M. L. Honig and H. V. Poor, Adaptive interference suppression in wireless communication systems, in Wireless Communications: Signal Processing Perspectives (eds. H. V. Poor and G. W. Wornell), Prentice Hall, 1998.
9 V. Krishnamurthy, G. Yin and S. Singh, Adaptive step size algorithms for blind interference suppression in DS/CDMA systems, IEEE Trans. Signal Processing, 49 (2001), 190-201.
10 H. J. Kushner and A. Shwartz, Weak convergence and asymptotic properties of adaptive filters with constant gains, IEEE Trans. Inform. Theory, 30 (1984), 177-182.       
11 H. J. Kushner and G. Yin, Stochastic Approximation and Recursive Algorithms and Applications, 2nd ed., Springer-Verlag, New York, NY, 2003.       
12 L. Y. Wang, G. Yin, J.-F. Zhang and Y. L. Zhao, System Identification with Quantized Observations: Theory and Applications, Birkhäuser, Boston, 2010.       
13 B. Widrow and S. D. Stearns, Adaptive Signal Processing, Prentice-Hall, Englewood, Cliffs, NJ, 1985.
14 G. Yin, Adaptive filtering with averaging, in Adaptive Control, Filtering and Signal Processing (eds. K. Aström, G. Goodwin and P. R. Kumar), IMA Volumes in Mathematics and Its Applications, 74, Springer-Verlag, New York, 1995, 375-396.       
15 G. Yin and H.-F. Chen, On asymptotic properties of a constant-step-size sign-error algorithm for adaptive filtering, Scientia Sinica, 45 (2002), 321-334.       
16 G. Yin, A. Hashemi and L. Y. Wang, Sign-regressor adaptive filtering algorithms for Markovian parameters, Asian J. Control, 16 (2014), 95-106.       
17 G. Yin and V. Krishnamurthy, Least mean square algorithms with Markov regime switching limit, IEEE Trans. Automat. Control, 50 (2005), 577-593.       
18 G. Yin and Q. Zhang, Discrete-time Markov Chains: Two-time-scale Methods and Applications, Springer, New York, NY, 2005.       
19 G. Yin and C. Zhu, Hybrid Switching Diffusions: Properties and Applications, Springer, New York, 2010.       

Go to top