Stochastic convergence analysis of recursive successive over-relaxation algorithm in adaptive filtering

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• 作者：Metin Hatun ; Osman Hilmi Koçal
• 关键词：Adaptive filters ; Successive over ; relaxation ; Gauss–Seidel ; System identification ; Convergence analysis
• 刊名：Signal, Image and Video Processing
• 出版年：2017
• 出版时间：January 2017
• 年：2017
• 卷：11
• 期：1
• 页码：137-144
• 全文大小：
• 刊物类别：Engineering
• 刊物主题：Signal,Image and Speech Processing; Image Processing and Computer Vision; Computer Imaging, Vision, Pattern Recognition and Graphics; Multimedia Information Systems;
• 出版者：Springer London
• ISSN：1863-1711
• 卷排序：11

文摘

A stochastic convergence analysis of the parameter vector estimation obtained by the recursive successive over-relaxation (RSOR) algorithm is performed in mean sense and mean-square sense. Also, excess of mean-square error and misadjustment analysis of the RSOR algorithm is presented. These results are verified by ensemble-averaged computer simulations. Furthermore, the performance of the RSOR algorithm is examined using a system identification example and compared with other widely used adaptive algorithms. Computer simulations show that the RSOR algorithm has better convergence rate than the widely used gradient-based algorithms and gives comparable results obtained by the recursive least-squares RLS algorithm.