Direction set based algorithm for adaptive filtering

Mei Qin Chen, Tamal Bose, Guo Fang Xu

Research output: Contribution to conferencePaper

6 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. 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 languageEnglish (US)
Pages457-460
Number of pages4
StatePublished - Dec 1 1997
Externally publishedYes
EventProceedings of the 1997 6th IEEE Pacific Rim Conference on Communications, Computers and Signal Processing. Part 1 (of 2) - Victoria, Can
Duration: Aug 20 1997Aug 22 1997

Other

OtherProceedings of the 1997 6th IEEE Pacific Rim Conference on Communications, Computers and Signal Processing. Part 1 (of 2)
CityVictoria, Can
Period8/20/978/22/97

ASJC Scopus subject areas

  • Signal Processing
  • Computer Networks and Communications

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    Chen, M. Q., Bose, T., & Xu, G. F. (1997). Direction set based algorithm for adaptive filtering. 457-460. Paper presented at Proceedings of the 1997 6th IEEE Pacific Rim Conference on Communications, Computers and Signal Processing. Part 1 (of 2), Victoria, Can, .