Conjugate gradient method for adaptive nonlinear filtering

Sreeraman Rajan, Kyung Sub Joo, Tamal Bose, Mei Qin Chen

Research output: Contribution to conferencePaper

Abstract

The application of the Conjugate Gradient (CG) method for the identification of a new class of non-linear discrete time systems, called 'Generalized Bilinear System' is investigated. An algorithm based on the CG method is developed for adaptive generalized bilinear filtering with output error method. This algorithm outperforms the LMS and RLS methods in terms of speed of convergence. In this algorithm, the optimization is done over blocks of input and output data rather than a single pair of data. However, only one iteration and coefficient update is done for every sample of data. Some examples are given to illustrate the efficiency of the algorithm.

Original languageEnglish (US)
Pages1327-1330
Number of pages4
StatePublished - Dec 1 1994
Externally publishedYes
EventProceedings of the 37th Midwest Symposium on Circuits and Systems. Part 2 (of 2) - Lafayette, LA, USA
Duration: Aug 3 1994Aug 5 1994

Other

OtherProceedings of the 37th Midwest Symposium on Circuits and Systems. Part 2 (of 2)
CityLafayette, LA, USA
Period8/3/948/5/94

ASJC Scopus subject areas

  • Electronic, Optical and Magnetic Materials
  • Electrical and Electronic Engineering

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    Rajan, S., Sub Joo, K., Bose, T., & Chen, M. Q. (1994). Conjugate gradient method for adaptive nonlinear filtering. 1327-1330. Paper presented at Proceedings of the 37th Midwest Symposium on Circuits and Systems. Part 2 (of 2), Lafayette, LA, USA, .