Title :
Optimal convergence factor for Gauss-Newton algorithms and its application to an adaptive parallel realization
Author :
Diniz, Paulo S R ; Cousseau, Juan E.
Author_Institution :
Programa de Eng. Eletrica, Univ. Federal do Rio de Janeiro, Brazil
Abstract :
An efficient approach for the calculation of the optimal convergence factor for Gauss-Newton algorithms is proposed. The method leads to variable step size (convergence factor) algorithms that yield fast convergence, with an acceptable added cost in computational complexity. The results are applied to a recently proposed frequency-domain parallel realization for an adaptive IIR (infinite impulse response) filter, and evaluated in systems identification applications. Simulations confirm the expected results
Keywords :
adaptive filters; convergence of numerical methods; digital filters; identification; parallel algorithms; Gauss-Newton algorithms; adaptive IIR filter; adaptive parallel algorithm; computational complexity; frequency-domain parallel realization; infinite impulse response; optimal convergence factor; simulations; systems identification; variable step size; Adaptive filters; Computational complexity; Computational efficiency; Computational modeling; Convergence; IIR filters; Least squares methods; Newton method; Recursive estimation; System identification;
Conference_Titel :
Telecommunications Symposium, 1990. ITS '90 Symposium Record., SBT/IEEE International
Conference_Location :
Rio de Janeiro
DOI :
10.1109/ITS.1990.175639
