Title :
Conjugate gradient method for adaptive nonlinear filtering
Author :
Rajan, Sreeraman ; Joo, Kyung Sub ; Bose, Tamal ; Chen, Mei-Qin
Author_Institution :
Dept. of Electr. Eng., Colorado Univ., Denver, CO, USA
Abstract :
The application of the Conjugate Gradient (CG) method for the identification of a new class of non-linear discrete time systems, called “Generalized Bilinear System” is investigated. An algorithm based on the CG method is developed for adaptive generalized bilinear filtering with output error method. This algorithm outperforms the LMS and RLS methods in terms of speed of convergence. In this algorithm, the optimization is done over blocks of input and output data rather than a single pair of data. However, only one iteration and coefficient update is done for every sample of data. Some examples are given to illustrate the efficiency of the algorithm
Keywords :
adaptive filters; bilinear systems; conjugate gradient methods; digital filters; discrete time filters; filtering theory; iterative methods; nonlinear filters; CG method; adaptive nonlinear filtering; coefficient update; conjugate gradient method; generalized bilinear system; iteration; nonlinear discrete time systems; output error method; Adaptive filters; Application software; Character generation; Computer science; Convergence; Discrete time systems; Equations; Filtering; Filtering algorithms; Finite impulse response filter; Gradient methods; Least squares approximation; Mathematics; Nonlinear systems; Resonance light scattering;
Conference_Titel :
Circuits and Systems, 1994., Proceedings of the 37th Midwest Symposium on
Conference_Location :
Lafayette, LA
Print_ISBN :
0-7803-2428-5
DOI :
10.1109/MWSCAS.1994.519054
