Abstract
A new class of least-squares algorithms is presented for adaptive filtering. The idea is to use a fixed set of directions and perform line search with one direction at a time in a cyclic fashion. These algorithms are called Euclidean Direction Search (EDS) algorithms. The fast version of this class is called the Fast-EDS or FEDS algorithm. It is shown to have O(N) computational complexity and a convergence rate comparable to that of the RLS algorithm. Computer simulations are presented to illustrate the performance of the new algorithm.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 532-539 |
| Number of pages | 8 |
| Journal | IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences |
| Volume | E85-A |
| Issue number | 3 |
| State | Published - Mar 2002 |
| Externally published | Yes |
Keywords
- Adaptive filters
- Channel equalizer
- Euclidean direction search
- Image restoration
- Least squares
ASJC Scopus subject areas
- Signal Processing
- Computer Graphics and Computer-Aided Design
- Electrical and Electronic Engineering
- Applied Mathematics