Title :
Analysis of a quasi-Newton adaptive filtering algorithm
Author :
De Campos, Marcello L R ; Antoniou, Andreas
Author_Institution :
Dept. Electr., COPPE/UFRJ, Rio de Janeiro, Brazil
Abstract :
An algorithm for FIR adaptive filters based on the quasi-Newton class of optimization algorithms is analyzed. The results obtained are presented in terms of a series of theorems that demonstrate the stability of the algorithm, and the boundedness and positive definiteness of the estimated autocorrelation matrix of the input signal. Simulation results are them presented for fixed- and floating-point implementation which show that the proposed algorithm has comparable convergence speed and superior robustness relative to other known Newton-type algorithms
Keywords :
FIR filters; Newton method; adaptive filters; correlation theory; filtering theory; numerical stability; optimisation; autocorrelation matrix; convergence; fixed-point arithmetic; floating-point arithmetic; optimization; quasi-Newton FIR adaptive filtering algorithm; robustness; simulation; stability; Adaptive filters; Algorithm design and analysis; Autocorrelation; Convergence; Filtering algorithms; Finite impulse response filter; Resonance light scattering; Robustness; Stability; Symmetric matrices;
Conference_Titel :
Electronics, Circuits, and Systems, 1996. ICECS '96., Proceedings of the Third IEEE International Conference on
Conference_Location :
Rodos
Print_ISBN :
0-7803-3650-X
DOI :
10.1109/ICECS.1996.584515
