Stability Bound of the Initial Mean-Square Deviation of High-Order Stochastic Gradient Adaptive Filtering Algorithms

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Stability Bound of the Initial Mean-Square Deviation of High-Order Stochastic Gradient Adaptive Filtering Algorithms

Eweda Eweda

The paper derives the stability bound of the initial mean-square deviation of an adaptive filtering algorithm based on minimizing the 2 L th moment of the estimation error, with L being an integer greater than 1. The analysis is done for a time-invariant plant with even input probability density function. Dependence of the stability bound on the algorithm step-size, type of the noise distribution, signal-to-noise ratio (SNR), and L is studied. It is shown that the stability bound is decreasing in the step-size. The stability bound decreases as the tail of the noise probability density function becomes lighter for the same steady-state misadjustment. This result is surprising since, for example, it is expected that the stability of the least mean 2 L th algorithm for binary noise distribution is better than that for uniform distribution. The stability bound is proportional to the reciprocal of the SNR, another surprising result. Finally, the stability bound is decreasing in L , which implies a limitation on the ability to improve the performance of the adaptive filter by increasing the order of the cost function. Theoretical results are supported by simulations.

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