Variable length stochastic gradient algorithm

Abstract

The transversal variable-length stochastic gradient algorithm is described. It is a modification of the stochastic gradient algorithm that allows dynamic allocation of coefficients of an adaptive filter. The order of the filter and the adaptation step size are changed automatically when an appropriate level of performance is reached during the course of the adaptation process. In this way, the algorithm results in fast convergence, typical of low-order filters, and good steady-state performance, typical of high-order filters.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>