Title :
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
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;
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
DOI :
10.1109/PACRIM.1997.619996
