An l2-stable feedback structure for nonlinear adaptive filtering and identification
This paper proposes a feedback structure for the design of l 2-stable algorithms for nonlinear adaptive filtering and identification, and establishes explicit connections between classical schemes in IIR modeling and more recent results in H ∞ theory. In particular, two algorithms due to Feintuch an...
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| Vydané v: | Automatica (Oxford) Ročník 33; číslo 1; s. 13 - 30 |
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| Hlavní autori: | , |
| Médium: | Journal Article |
| Jazyk: | English |
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Oxford
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1997
Elsevier |
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| ISSN: | 0005-1098, 1873-2836 |
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| Abstract | This paper proposes a feedback structure for the design of
l
2-stable algorithms for nonlinear adaptive filtering and identification, and establishes explicit connections between classical schemes in IIR modeling and more recent results in
H
∞ theory. In particular, two algorithms due to Feintuch and to Landau, as well as the so-called pseudo-linear regression and Gauss-Newton algorithms, are discussed within the framework proposed here. Additional examples and simulation results are included to illustrate the applicability of the approach to several nonlinear scenarios. |
|---|---|
| AbstractList | This paper proposes a feedback structure for the design of
l
2-stable algorithms for nonlinear adaptive filtering and identification, and establishes explicit connections between classical schemes in IIR modeling and more recent results in
H
∞ theory. In particular, two algorithms due to Feintuch and to Landau, as well as the so-called pseudo-linear regression and Gauss-Newton algorithms, are discussed within the framework proposed here. Additional examples and simulation results are included to illustrate the applicability of the approach to several nonlinear scenarios. |
| Author | Rupp, Markus Sayed, Ali H. |
| Author_xml | – sequence: 1 givenname: Ali H. surname: Sayed fullname: Sayed, Ali H. email: sayed@ee.ucla.edu organization: Department of Electrical Engineering, University of California, Los Angeles, CA 90095, U.S.A – sequence: 2 givenname: Markus surname: Rupp fullname: Rupp, Markus organization: Department of Electrical Engineering, University of California, Los Angeles, CA 90095, U.S.A |
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| Cites_doi | 10.1109/TAC.1977.1101552 10.1109/9.481606 10.1016/0005-1098(95)00073-6 10.1109/78.485923 10.1109/9.29425 10.1109/9.481605 10.1109/TIT.1984.1056884 10.1109/79.295229 10.1016/0165-1684(96)00022-9 10.1109/78.506609 |
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| Keywords | averaging analysis pseudo-linear regression filter loop transformation Small-gain theorem IIR modeling l 2 stability positive-real function feedback structure stochastic gradient filters Gauss-Newton filters bootstrap method H ∞ filters mean-value theorem Averaging method Stability Adaptive algorithm Feedback system Gauss Newton method Adaptive filtering Bootstrap Real positive function System identification Mean value Non linear system |
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| References | Goodwin, Sin (BIB7) 1984 Didinsky, Pan, Başar (BIB4) 1995; 31 Yaesh, Shaked (BIB26) 1991 Sayed, Kailath (BIB21) 1994; 11 Sayed, Kokotovic (BIB22) 1995; Vol. 1 Hassibi, Sayed, Kailath, Hassibi, Sayed, Kailath (BIB9) 1993; Vol. 1 Ljung (BIB17) 1977; AC-22 Solo, Kong (BIB24) 1995 Ljung, Söderström (BIB18) 1983 Landau (BIB16) 1984; IT-30 Başar, Bernhard (BIB2) 1991 Hassibi, Sayed, Kailath, Hassibi, Sayed, Kailath (BIB10) 1996; AC-41 Green, Limebeer (BIB8) 1995 Kailath (BIB12) 1980 Sayed, Rupp (BIB23) 1995; Vol. 2 Doyle, Glover, Khargonekar, Francis (BIB5) 1989; AC-34 Jang, Speyer (BIB11) 1994; Vol. 1 Feintuch (BIB6) 1976; 64 Benveniste, Métivier, Priouret (BIB3) 1990 Rupp, Sayed (BIB19) 1996; 50 Khargonekar, Nagpal (BIB14) 1991; AC-36 Landau (BIB15) 1979 Vidyasagar (BIB25) 1993 Rupp, Sayed, Rupp, Sayed (BIB20) 1996; SP-44 Khalil (BIB13) 1992 Anderson, Bitmead, Johnson, Kokotovic, Kosut, Mareels, Praly, Riedle (BIB1) 1986 Khalil (10.1016/S0005-1098(96)00136-7_BIB13) 1992 Hassibi (10.1016/S0005-1098(96)00136-7_BIB10_2) 1996; AC-41 Vidyasagar (10.1016/S0005-1098(96)00136-7_BIB25) 1993 Başar (10.1016/S0005-1098(96)00136-7_BIB2) 1991 Khargonekar (10.1016/S0005-1098(96)00136-7_BIB14) 1991; AC-36 Rupp (10.1016/S0005-1098(96)00136-7_BIB20_2) 1995; Vol. 2563 Didinsky (10.1016/S0005-1098(96)00136-7_BIB4) 1995; 31 Ljung (10.1016/S0005-1098(96)00136-7_BIB18) 1983 Hassibi (10.1016/S0005-1098(96)00136-7_BIB9_1) 1993; Vol. 1 Sayed (10.1016/S0005-1098(96)00136-7_BIB23) 1995; Vol. 2 Yaesh (10.1016/S0005-1098(96)00136-7_BIB26) 1991 Hassibi (10.1016/S0005-1098(96)00136-7_BIB9_2) 1996; SP-44 Rupp (10.1016/S0005-1098(96)00136-7_BIB20_1) 1996; SP-44 Hassibi (10.1016/S0005-1098(96)00136-7_BIB10_1) 1996; AC-41 Feintuch (10.1016/S0005-1098(96)00136-7_BIB6) 1976; 64 Goodwin (10.1016/S0005-1098(96)00136-7_BIB7) 1984 Solo (10.1016/S0005-1098(96)00136-7_BIB24) 1995 Jang (10.1016/S0005-1098(96)00136-7_BIB11) 1994; Vol. 1 Doyle (10.1016/S0005-1098(96)00136-7_BIB5) 1989; AC-34 Sayed (10.1016/S0005-1098(96)00136-7_BIB22) 1995; Vol. 1 Ljung (10.1016/S0005-1098(96)00136-7_BIB17) 1977; AC-22 Green (10.1016/S0005-1098(96)00136-7_BIB8) 1995 Sayed (10.1016/S0005-1098(96)00136-7_BIB21) 1994; 11 Anderson (10.1016/S0005-1098(96)00136-7_BIB1) 1986 Kailath (10.1016/S0005-1098(96)00136-7_BIB12) 1980 Landau (10.1016/S0005-1098(96)00136-7_BIB16) 1984; IT-30 Rupp (10.1016/S0005-1098(96)00136-7_BIB19) 1996; 50 Benveniste (10.1016/S0005-1098(96)00136-7_BIB3) 1990 Landau (10.1016/S0005-1098(96)00136-7_BIB15) 1979 |
| References_xml | – year: 1986 ident: BIB1 publication-title: Stability of Adaptive Systems: Passivity and Averaging Analysis – year: 1991 ident: BIB2 – volume: AC-34 start-page: 831 year: 1989 end-page: 847 ident: BIB5 article-title: State-space solutions to standard publication-title: IEEE Trans. Autom. Control – year: 1990 ident: BIB3 publication-title: Adaptive Algorithms and Stochastic Approximations – volume: Vol. 2 start-page: 894 year: 1995 end-page: 898 ident: BIB23 article-title: A feedback analysis of perceptron learning for neural networks publication-title: Proc. 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l
2-stable algorithms for nonlinear adaptive filtering and identification, and establishes explicit... |
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| SubjectTerms | Applied sciences averaging analysis bootstrap method Computer science; control theory; systems Control theory. Systems Exact sciences and technology feedback structure Gauss-Newton filters H∞ filters IIR modeling l2 stability loop transformation mean-value theorem Modelling and identification positive-real function pseudo-linear regression filter Small-gain theorem stochastic gradient filters |
| Title | An l2-stable feedback structure for nonlinear adaptive filtering and identification |
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