Title :
Averaging procedures in adaptive filtering: an efficient approach
Author :
Yin, Gang George ; Zhu, Yunmin
Author_Institution :
Dept. of Math., Wayne State Univ., Detroit, MI, USA
fDate :
4/1/1992 12:00:00 AM
Abstract :
An averaging procedure for adaptive filtering is developed. In contrast to the traditional approach, two sequences (x/sub n/) and (x/sub n/) are constructed, where (x/sub n/) is the arithmetic average of (x/sub n/). The authors show that the algorithm so designed has optimal rate of convergence. Therefore, the averaging approach is asymptotically efficient.<>
Keywords :
adaptive filters; convergence; filtering and prediction theory; adaptive filtering; arithmetic average; averaging procedure; optimal rate of convergence; Adaptive control; Adaptive filters; Adaptive signal processing; Aging; Algorithm design and analysis; Arithmetic; Convergence; Covariance matrix; Filtering algorithms; Signal processing algorithms;
Journal_Title :
Automatic Control, IEEE Transactions on
