Title :
A fast quasi-Newton adaptive filtering algorithm
Author :
Marshal, D.F. ; Jenkins, W.K.
Author_Institution :
Dept. of Electr. & Comput. Eng., Illinois Univ., Urbana, IL, USA
Abstract :
An adaptive filtering algorithm is introduced which is largely immune to the deleterious effects of colored inputs, yet requires only O(N) computation. Simulation results are presented which demonstrate that the proposed algorithm´s performance is comparable to RLS (recursive least squares), and that it is quite robust with respect to finite-wordlength implementation
Keywords :
filtering and prediction theory; RLS; colored inputs; fast quasiNewton adaptive filtering algorithm; finite-wordlength implementation; recursive least squares; Adaptive algorithm; Adaptive filters; Adaptive signal processing; Convergence; Digital filters; Filtering algorithms; Finite impulse response filter; Least squares methods; Resonance light scattering; Signal processing algorithms;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1988. ICASSP-88., 1988 International Conference on
Conference_Location :
New York, NY
DOI :
10.1109/ICASSP.1988.196853
