Direction set based algorithm for adaptive filtering

Mei Qin Chen; Tamal Bose; Guo Fang Xu

Direction set based algorithm for adaptive filtering

Mei Qin Chen
, Tamal Bose
, Guo Fang Xu

Research output: Contribution to conference › Paper › peer-review

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. The algorithm has a fast rate of convergence which is comparable to that of the well known RLS and CG based algorithms. Tile performance of the algorithm is illustrated with an example.

Original language	English (US)
Pages	457-460
Number of pages	4
State	Published - 1997
Externally published	Yes
Event	Proceedings of the 1997 6th IEEE Pacific Rim Conference on Communications, Computers and Signal Processing. Part 1 (of 2) - Victoria, Can Duration: Aug 20 1997 → Aug 22 1997

Other

Other	Proceedings of the 1997 6th IEEE Pacific Rim Conference on Communications, Computers and Signal Processing. Part 1 (of 2)
City	Victoria, Can
Period	8/20/97 → 8/22/97

ASJC Scopus subject areas

Signal Processing
Computer Networks and Communications

Cite this

@conference{1d5c495a9e02424a816373e17664638d,

title = "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. The algorithm has a fast rate of convergence which is comparable to that of the well known RLS and CG based algorithms. Tile performance of the algorithm is illustrated with an example.",

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

year = "1997",

language = "English (US)",

pages = "457--460",

note = "Proceedings of the 1997 6th IEEE Pacific Rim Conference on Communications, Computers and Signal Processing. Part 1 (of 2) ; Conference date: 20-08-1997 Through 22-08-1997",

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T1 - Direction set based algorithm for adaptive filtering

AU - Chen, Mei Qin

AU - Bose, Tamal

AU - Xu, Guo Fang

PY - 1997

Y1 - 1997

N2 - 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. The algorithm has a fast rate of convergence which is comparable to that of the well known RLS and CG based algorithms. Tile performance of the algorithm is illustrated with an example.

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. The algorithm has a fast rate of convergence which is comparable to that of the well known RLS and CG based algorithms. Tile performance of the algorithm is illustrated with an example.

UR - https://www.scopus.com/pages/publications/0031388566

UR - https://www.scopus.com/pages/publications/0031388566#tab=citedBy

M3 - Paper

AN - SCOPUS:0031388566

SP - 457

EP - 460

T2 - Proceedings of the 1997 6th IEEE Pacific Rim Conference on Communications, Computers and Signal Processing. Part 1 (of 2)

Y2 - 20 August 1997 through 22 August 1997

ER -

Direction set based algorithm for adaptive filtering

Abstract

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ASJC Scopus subject areas

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