Conjugate Gradient Method in Adaptive Bilinear Filtering

Tamal Bose, Mei Qin Chen

Research output: Contribution to journalArticle

26 Scopus citations

Abstract

The application of the Conjugate Gradient (CG) method for the identification of bilinear systems is investigated. An algorithm based on the CG method is developed for adaptive bilinear digital filtering. 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. This, coupled with the fact that the CG method used here does not require a line search makes it very efficient in computation. Simulation results show that this algorithm outperforms the LMS and RLS algorithms in terms of speed of convergence. A preconditioning technique is also applied to further accelerate the convergence in some cases.

Original languageEnglish (US)
Pages (from-to)1503-1508
Number of pages6
JournalIEEE Transactions on Signal Processing
Volume43
Issue number6
DOIs
StatePublished - Jun 1995
Externally publishedYes

ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering

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