Title :
Efficient adaptive transversal algorithms for least squares ARMA identification
Author :
Karaboyas, S. ; Kalouptsidis, N.
Author_Institution :
Dept. of Phys., Athens Univ., Greece
Abstract :
Two efficient algorithmic families are developed for multichannel combiners characterized by unequal memory lengths for each of two input channels. The difference between the proposed methods lies in the way the Kalman gain vector is order-updated in each case. The first algorithm operates on both inputs simultaneously, utilizing block multichannel structured order recursions. The resulting scheme is called the diagonal update algorithm. The second approach updates the Kalman gain in a two-step procedure by reducing first the size of one input and then the size of the other input. The resulting method is called the stairwise update algorithm. Both algorithms are applicable to adaptive ARMA (autoregressive moving average) system identification, adaptive control, and the design of decision-feedback equalizers. Simulation results are included
Keywords :
Kalman filters; adaptive systems; identification; least squares approximations; signal processing; time series; Kalman gain vector; adaptive ARMA; adaptive control; adaptive transversal algorithms; autoregressive moving average; block multichannel structured order recursions; decision-feedback equalizers; diagonal update algorithm; input channels; least squares ARMA identification; multichannel combiners; simulation results; stairwise update algorithm; system identification; Adaptive control; Equations; Error correction; Finite impulse response filter; Kalman filters; Least squares methods; Linear systems; Programmable control; Signal processing algorithms; System identification;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1989. ICASSP-89., 1989 International Conference on
Conference_Location :
Glasgow
DOI :
10.1109/ICASSP.1989.266606