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Machine Learning
book

Machine Learning

by Sergios Theodoridis
April 2015
Intermediate to advanced content levelIntermediate to advanced
1062 pages
40h 35m
English
Academic Press
Content preview from Machine Learning

5.6 The Affine Projection Algorithm

As it will soon be verified in the simulations section, a major drawback of the basic LMS scheme is its fairly slow convergence speed. In an attempt to improve upon it, a number of variants have been proposed over the years. The affine projection algorithm (APA) belongs to the so-called data-reusing family, where, at each time instant, past data are reused. Such a rationale helps the algorithm to “learn faster” and improve the convergence speed. However, besides the increased complexity, the faster convergence speed is achieved at the expense of an increased misadjustment level.

The APA was proposed originally in Ref. [48] and later on in Ref. [72]. Let the currently available estimate be θn−1. According ...

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Publisher Resources

ISBN: 9780128015223