Title :
A direction set based algorithm for adaptive filtering
Author :
Chen, Mei-Qin ; Bose, Tamal ; Xu, Guo Fang
fDate :
2/1/1999 12:00:00 AM
Abstract :
A new algorithm is developed for adaptive filtering applications. This algorithm is based on a direction set method and has a computational complexity of O(N) for each update of the system. The method exploits the structure of the objective function and maintains a set of near-conjugate directions with respect to the Hessian. This algorithm has a rapid rate of convergence that is comparable with that of the well-known RLS method. The performance of the algorithm is illustrated with adaptive filtering applications
Keywords :
adaptive filters; adaptive signal processing; computational complexity; convergence of numerical methods; least squares approximations; RLS method; adaptive filtering; adaptive least squares; algorithm performance; computational complexity; convergence rate; direction set based algorithm; direction set method; near-conjugate directions; objective function; Adaptive filters; Adaptive signal processing; Convergence; Delay effects; Delay estimation; Filtering algorithms; Least squares approximation; Resonance light scattering; Signal processing algorithms; Speech processing;
Journal_Title :
Signal Processing, IEEE Transactions on
