A direction set based algorithm for adaptive filtering

Mei Qin Chen; Tamal Bose; Quo Fang Xu

doi:10.1109/78.740139

A direction set based algorithm for adaptive filtering

Mei Qin Chen, Tamal Bose, Quo Fang Xu

Research output: Contribution to journal › Article › peer-review

10 Scopus citations

Abstract

A new algorithm is developed for adaptive filtering applications. This algorithm is based on a direction set method and has a computational complexity of O(N) for each update of the system. The method exploits the structure of the objective function and maintains a set of near-conjugate directions with respect to the Hessian. This algorithm has a rapid rate of convergence that is comparable with that of the wellknown RLS method. The performance of the algorithm is illustrated with adaptive filtering applications.

Original language	English (US)
Pages (from-to)	535-539
Number of pages	5
Journal	IEEE Transactions on Signal Processing
Volume	47
Issue number	2
DOIs	https://doi.org/10.1109/78.740139
State	Published - 1999
Externally published	Yes

ASJC Scopus subject areas

Signal Processing
Electrical and Electronic Engineering

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10.1109/78.740139

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title = "A direction set based algorithm for adaptive filtering",

abstract = "A new algorithm is developed for adaptive filtering applications. This algorithm is based on a direction set method and has a computational complexity of O(N) for each update of the system. The method exploits the structure of the objective function and maintains a set of near-conjugate directions with respect to the Hessian. This algorithm has a rapid rate of convergence that is comparable with that of the wellknown RLS method. The performance of the algorithm is illustrated with adaptive filtering applications.",

author = "Chen, {Mei Qin} and Tamal Bose and Xu, {Quo Fang}",

year = "1999",

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AU - Xu, Quo Fang

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AB - A new algorithm is developed for adaptive filtering applications. This algorithm is based on a direction set method and has a computational complexity of O(N) for each update of the system. The method exploits the structure of the objective function and maintains a set of near-conjugate directions with respect to the Hessian. This algorithm has a rapid rate of convergence that is comparable with that of the wellknown RLS method. The performance of the algorithm is illustrated with adaptive filtering applications.

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A direction set based algorithm for adaptive filtering

Abstract

ASJC Scopus subject areas

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