Adaptive rank filtering based on error minimization

Author

De Vries, Bert

Author_Institution

David Sarnoff Res. Center, Princeton, NJ, USA

Volume

4

fYear

1997

fDate

21-24 Apr 1997

Firstpage

3189

Abstract

A method for adaptive (online) pruning and constructing a (layered) computational network is introduced. The dimensions of the network are updated for every new available sample, which makes this technique highly suitable for tracking nonstationary sources. This method extends work on predictive least squares by Rissanen (1986) and Wax (1988) to an adaptive updating scheme. The algorithm is demonstrated by an application to adaptive prediction of exchange rates

Keywords

adaptive filters; adaptive signal processing; error correction; filtering theory; least squares approximations; minimisation; multilayer perceptrons; prediction theory; adaptive prediction; adaptive pruning; adaptive rank filtering; error minimization; exchange rates; layered computational network; nonstationary source tracking; online pruning; predictive least squares; Adaptive filters; Computer networks; Exchange rates; Filtering; Least squares approximation; Least squares methods; Nonlinear filters; Predictive models; Speech; Statistics;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1997. ICASSP-97., 1997 IEEE International Conference on

Conference_Location

Munich

ISSN

1520-6149

Print_ISBN

0-8186-7919-0

Type

conf

DOI

10.1109/ICASSP.1997.595470

Filename

595470