A novel adaptive filter design using Lyapunov stability theory

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.