The Euclidean Direction Search algorithm in adaptive filtering

T. Bose, G. F. Xu

Research output: Contribution to journalArticle

23 Scopus citations

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 languageEnglish (US)
Pages (from-to)532-539
Number of pages8
JournalIEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
VolumeE85-A
Issue number3
StatePublished - Mar 2002
Externally publishedYes

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

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