Adaptive digital filtering based on a continuous-time performance index

Author

Yasufuku, Daisuke ; Wakasa, Yuji ; Yamamoto, Yutaka

Author_Institution

Graduate Sch. of Informatics, Kyoto Univ., Japan

Volume

5

fYear

2002

fDate

5-7 Aug. 2002

Firstpage

2939

Abstract

In this paper, we propose adaptive digital filtering based on a continuous-time performance index under the situation where the continuous-time output of an unknown system can be observed. It is shown that a recursive formula is derived by the lifting technique. Moreover, we consider an implementable case where the output of the unknown system is approximated by the oversampled discrete-time signal.

Keywords

adaptive filters; continuous time filters; digital filters; discrete time systems; least squares approximations; minimisation; performance index; recursive estimation; signal sampling; RLS algorithm; adaptive digital filtering; continuous-time low-pass filter; continuous-time output; continuous-time performance index; digital signal processing; lifting technique; minimization problem; oversampled discrete-time signal; recursive formula; recursive least-squares method; unknown system; Adaptive filters; Digital filters; Digital signal processing; Filtering; Finite impulse response filter; Performance analysis; Resonance light scattering; Sampling methods; Signal processing; Signal processing algorithms;

fLanguage

English

Publisher

ieee

Conference_Titel

SICE 2002. Proceedings of the 41st SICE Annual Conference

Print_ISBN

0-7803-7631-5

Type

conf

DOI

10.1109/SICE.2002.1195571

Filename

1195571