The gradient adaptive split lattice algorithm

Author

Wu, Chi-Hsin ; Yagle, Andrew E.

Author_Institution

Dept. of Electr. Eng. & Comput. Sci., Michigan Univ., Ann Arbor, MI, USA

Volume

42

Issue

2

fYear

1994

fDate

2/1/1994 12:00:00 AM

Firstpage

441

Lastpage

443

Abstract

The authors present a new algorithm for adaptive filtering of autoregressive processes, based on a three-term recurrence that replaces the lattice equations of the gradient adaptive lattice (GAL) algorithm of Griffiths (1977) and requires only half as many multiplications per recursion. They also present a single-stage convergence analysis and a numerical example comparing the new algorithm to the GAL. Its performance is similar to the GAL, while requiring less than 2/3 as many multiplications and additions

Keywords

adaptive filters; convergence of numerical methods; filtering and prediction theory; numerical analysis; stochastic processes; time series; adaptive filtering; adaptive signal processing; additions; autoregressive processes; gradient adaptive split lattice algorithm; multiplications; single-stage convergence analysis; three-term recurrence; Adaptive filters; Algorithm design and analysis; Convergence of numerical methods; Difference equations; Filtering algorithms; Lattices; Propagation delay; Reflection; Signal analysis; Signal processing algorithms;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.275623

Filename

275623