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Analysis of conjugate gradient algorithms for adaptive filtering

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2 Author(s)
Pi Sheng Chang ; Dept. of Electr. Eng., California Univ., Los Angeles, CA, USA ; Willson, A.N., Jr.

We describe and analyze two approaches to the implementation of the Conjugate Gradient algorithm for adaptive filtering. In particular their convergence rate and misadjustment are compared. A new analysis approach in the z-domain is used in order to find the asymptotic performance, and stability bounds are established. The behavior of the algorithms in finite word-length computation are described and dynamic range considerations are discussed. It is shown that, close to steady-state, the algorithms' behaviors are similar to the Steepest Descent algorithm, where the stalling phenomenon is also observed. Using 16-bit fixed-point number representation, our simulations show that the algorithms are numerically stable

Published in:

Circuits and Systems, 1997. ISCAS '97., Proceedings of 1997 IEEE International Symposium on  (Volume:4 )

Date of Conference:

9-12 Jun 1997