A direction set based algorithm for adaptive filtering

Mei Qin Chen, Tamal Bose, Quo Fang Xu

Research output: Contribution to journalArticle

8 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 languageEnglish (US)
Pages (from-to)535-539
Number of pages5
JournalIEEE Transactions on Signal Processing
Volume47
Issue number2
DOIs
StatePublished - Dec 1 1999
Externally publishedYes

ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering

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