A novel adaptive filter design using Lyapunov stability theory

Authors

ENGİN CEMAL MENGÜÇ
NURETTİN ACIR

DOI

10.3906/elk-1212-29

Abstract

This paper presents a new approach to design an adaptive filter using Lyapunov stability theory. The design procedure is formulated as an inequality constrained optimization problem. Lagrange multiplier theory is used as an optimization tool. Lyapunov stability theory is integrated into the constraint function to satisfy the asymptotic stability of the proposed filtering system. The tracking capability is improved by using a new analytical adaptation gain rate, which has the ability to adaptively adjust itself depending on a sequential tracking square error rate. The fast and robust convergence ability of the proposed algorithm is comparatively examined by simulation examples.

Keywords

Adaptive filtering, Lyapunov stability theory, Lagrange multiplier theory, error convergence

First Page

719

Last Page

728

Recommended Citation

MENGÜÇ, ENGİN CEMAL and ACIR, NURETTİN (2015) "A novel adaptive filter design using Lyapunov stability theory," Turkish Journal of Electrical Engineering and Computer Sciences: Vol. 23: No. 3, Article 8. https://doi.org/10.3906/elk-1212-29
Available at: https://journals.tubitak.gov.tr/elektrik/vol23/iss3/8