Convergence Property of Conjugate Gradient Algorithm and Its Fast Tracking Algorithm
Summary :
This article addresses two issues. Firstly, the convergence property of conjugate gradient (CG) algorithm is investigated by a Chebyshev polynomial approximation. The analysis result shows that its convergence behaviour is affected by an acceleration term over the steepest descent (SD) algorithm. Secondly, a new CG algorithm is proposed in order to boost the tracking capability for time-varying parameters. The proposed algorithm based on re-initialising forgetting factor shows a fast tracking ability and a noise-immunity property when it encounters an unexpected parameter change. A fast tracking capability is verified through a computer simulation in a system identification problem.
- Publication
- IEICE TRANSACTIONS on Fundamentals Vol.E83-A No.11 pp.2374-2378
- Publication Date
- 2000/11/25
- Publicized
- Online ISSN
- DOI
- Type of Manuscript
- LETTER
- Category
- Digital Signal Processing
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Dai Il KIM, Philippe De WILDE, "Convergence Property of Conjugate Gradient Algorithm and Its Fast Tracking Algorithm" in IEICE TRANSACTIONS on Fundamentals,
vol. E83-A, no. 11, pp. 2374-2378, November 2000, doi: .
Abstract: This article addresses two issues. Firstly, the convergence property of conjugate gradient (CG) algorithm is investigated by a Chebyshev polynomial approximation. The analysis result shows that its convergence behaviour is affected by an acceleration term over the steepest descent (SD) algorithm. Secondly, a new CG algorithm is proposed in order to boost the tracking capability for time-varying parameters. The proposed algorithm based on re-initialising forgetting factor shows a fast tracking ability and a noise-immunity property when it encounters an unexpected parameter change. A fast tracking capability is verified through a computer simulation in a system identification problem.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/e83-a_11_2374/_p
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@ARTICLE{e83-a_11_2374,
author={Dai Il KIM, Philippe De WILDE, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={Convergence Property of Conjugate Gradient Algorithm and Its Fast Tracking Algorithm},
year={2000},
volume={E83-A},
number={11},
pages={2374-2378},
abstract={This article addresses two issues. Firstly, the convergence property of conjugate gradient (CG) algorithm is investigated by a Chebyshev polynomial approximation. The analysis result shows that its convergence behaviour is affected by an acceleration term over the steepest descent (SD) algorithm. Secondly, a new CG algorithm is proposed in order to boost the tracking capability for time-varying parameters. The proposed algorithm based on re-initialising forgetting factor shows a fast tracking ability and a noise-immunity property when it encounters an unexpected parameter change. A fast tracking capability is verified through a computer simulation in a system identification problem.},
keywords={},
doi={},
ISSN={},
month={November},}
Copy
TY - JOUR
TI - Convergence Property of Conjugate Gradient Algorithm and Its Fast Tracking Algorithm
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 2374
EP - 2378
AU - Dai Il KIM
AU - Philippe De WILDE
PY - 2000
DO -
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E83-A
IS - 11
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - November 2000
AB - This article addresses two issues. Firstly, the convergence property of conjugate gradient (CG) algorithm is investigated by a Chebyshev polynomial approximation. The analysis result shows that its convergence behaviour is affected by an acceleration term over the steepest descent (SD) algorithm. Secondly, a new CG algorithm is proposed in order to boost the tracking capability for time-varying parameters. The proposed algorithm based on re-initialising forgetting factor shows a fast tracking ability and a noise-immunity property when it encounters an unexpected parameter change. A fast tracking capability is verified through a computer simulation in a system identification problem.
ER -
English
