Continuous action reinforcement learning automata and their application to adaptive digital filter design

In the design of adaptive IIR filters, the multi-modal nature of the error surfaces can limit the use of gradient-based and other iterative search methods. Stochastic learning automata have previously been shown to have global optimisation properties making them suitable for the optimisation of filter coefficients. Continuous action reinforcement learning automata are presented as an extension to the standard automata which operate over discrete parameter sets. Global convergence is claimed, and demonstrations are carried out via a number of computer simulations. (C) 2002 Elsevier Science Ltd. All rights reserved.