Title :
Sequential algorithms based on Kullback-Liebler information measure and their application to FIR system identification
Author :
Weinstein, Ehud ; Feder, Meir
Author_Institution :
Dept. of Electron. Syst., Tel-Aviv Univ., Israel
Abstract :
The authors use methods of stochastic approximation to convert iterative algorithms for maximizing the Kullback-Liebler information measure (1959) into sequential algorithms. Special attention is given to the case of incomplete data, and a variety of algorithms are presented to deal with situations of that kind. The authors consider the application of these algorithms to the identification of finite-impulse-response (FIR) systems
Keywords :
filtering and prediction theory; identification; iterative methods; FIR system identification; finite-impulse-response; iterative algorithms; sequential algorithms; stochastic approximation; Application software; Approximation algorithms; Electric variables measurement; Finite impulse response filter; Iterative algorithms; Maximum likelihood estimation; Probability; Sea measurements; Stochastic processes; System identification;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1989. ICASSP-89., 1989 International Conference on
Conference_Location :
Glasgow
DOI :
10.1109/ICASSP.1989.266872
