Title :
Conjugate gradient reuse algorithm using a variable step-size line search
Author :
Birkett, A. Neil ; Goubran, Rafik A.
Author_Institution :
Dept. of Syst. & Comput. Eng., Carleton Univ., Ottawa, Ont., Canada
Abstract :
A new algorithm is presented which combines the fast conjugate gradient algorithm and the modified variable step-size algorithm with gradient reuse to provide a convergence/tracking performance trade-off. A simplified version of the proposed algorithm is also presented that reuses weight updates to avoid calculating gradients and conjugate directions at every sample n. This simplified algorithm only invokes the conjugate gradient update every Pth sample resulting in an overall complexity reduction by a factor of P as compared to the FCGA. Simulation results are also presented
Keywords :
adaptive filters; conjugate gradient methods; convergence of numerical methods; filtering theory; search problems; tracking; conjugate gradient reuse algorithm; convergence/tracking performance trade-off; overall complexity reduction; simulation results; variable step-size line search; weight updates; Aging; Autocorrelation; Convergence; Cost function; Drives; Error correction; Resonance light scattering; Size control; Stability; Systems engineering and theory;
Conference_Titel :
Circuits and Systems, 1997. ISCAS '97., Proceedings of 1997 IEEE International Symposium on
Print_ISBN :
0-7803-3583-X
DOI :
10.1109/ISCAS.1997.612752
