The exponentiated convex variable step-size (ECVSS) algorithm

C. Rusu, Colin Cowan

Research output: Contribution to journalArticlepeer-review

8 Citations (Scopus)

Abstract

For some time there is a large interest in variable step-size methods for adaptive filtering. Recently, a few stochastic gradient algorithms have been proposed, which are based on cost functions that have exponential dependence on the chosen error. However, we have experienced that the cost function based on exponential of the squared error does not always satisfactorily converge. In this paper we modify this cost function in order to improve the convergence of exponentiated cost function and the novel ECVSS (exponentiated convex variable step-size) stochastic gradient algorithm is obtained. The proposed technique has attractive properties in both stationary and abrupt-change situations. (C) 2010 Elsevier B.V. All rights reserved.
Original languageEnglish
Pages (from-to)2784-2791
Number of pages8
JournalEURASIP Journal on Signal Processing
Volume90
Issue number9
DOIs
Publication statusPublished - Jan 2010

ASJC Scopus subject areas

  • Computer Vision and Pattern Recognition
  • Signal Processing
  • Software
  • Control and Systems Engineering
  • Electrical and Electronic Engineering

Fingerprint Dive into the research topics of 'The exponentiated convex variable step-size (ECVSS) algorithm'. Together they form a unique fingerprint.

Cite this