A General Steepest Descent Algorithm |
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Authors: | Mcsherry TM |
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Institution: | Sperry Univac Defense Systems, St. Paul, Minn. 55165; |
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Abstract: | The following paper derives a general gradient process for extremization ion by imposing an " exponential decay" condition on the controlled variable. The general process is applied to two adaptive linear filter problems; a sonar application by Widrow 3] and a radar problem of Brennan & Reed 4]. The results are discussed in sections 11 and Ill, respectively. A central feature of the Fletcher-Powell process 1] is a matrix modification algorithm due to Davidon 2]. It is shown in Appendix A that this algorithm may be derived using the same exponential condition imposed on the proper error term. |
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