A direction set based algorithm for adaptive filtering

Author

Chen, Mei-Qin ; Bose, Tarnal ; Xu, Guo Fang

Author_Institution

Dept. of Electr. Eng., Colorado Univ., Denver, CO, USA

Volume

1

fYear

1997

fDate

20-22 Aug 1997

Firstpage

457

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. The algorithm has a fast rate of convergence which is comparable to that of the well known RLS and CG based algorithms. The performance of the algorithm is illustrated with an example

Keywords

adaptive filters; adaptive signal processing; computational complexity; conjugate gradient methods; convergence of numerical methods; filtering theory; least squares approximations; CG based algorithms; RLS algorithm; adaptive filtering; computational complexity; convergence rate; direction set based algorithm; near-conjugate directions; objective function; performance; system update; Adaptive algorithm; Adaptive filters; Character generation; Computational complexity; Convergence; Filtering algorithms; Least squares approximation; Least squares methods; Resonance light scattering; Software algorithms;

fLanguage

English

Publisher

ieee

Conference_Titel

Communications, Computers and Signal Processing, 1997. 10 Years PACRIM 1987-1997 - Networking the Pacific Rim. 1997 IEEE Pacific Rim Conference on

Conference_Location

Victoria, BC

Print_ISBN

0-7803-3905-3

Type

conf

DOI

10.1109/PACRIM.1997.619996

Filename

619996