A numerically stable fast Newton type adaptive filter based on order update fast least squares algorithm

A numerically stable fast Newton type adaptive filter based on order update fast least squares algorithm

フォーマット:

論文

責任表示:

Wang, Youhua ; Ikeda, Kazushi ; Nakayama, Kenji

言語:

英語

出版情報:

IEEE, 1998-01-01

著者名:

掲載情報:

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing

ISSN:

0736-7791

巻:

Proceedings 3

開始ページ:

1713

終了ページ:

1716

バージョン:

publisher

概要:

金沢大学大学院自然科学研究科情報システム<br />金沢大学工学部<br />The numerical property of an adaptive filter algorithm is the most important problem in practical applications. Most fast adaptive filter algorithms have the numerical instability problem a … nd the fast Newton transversal filter (FNTF) algorithms are no exception. In this paper, we propose a numerically stable fast Newton type adaptive filter algorithm. Two problems are dealt with in the paper. First, we derive the proposed algorithm from the order-update fast least squares (FLS) algorithm. This derivation is direct and simple to understand. Second, we give the stability analysis using a linear time-variant state-space method. The transition matrix of the proposed algorithm is given. The eigenvalues of the ensemble average of the transition matrix are shown to be asymptotically all less than unity. This results in a much improved numerical performance compared with the FNTF algorithms. The computer simulations implemented by using a finite-precision arithmetic have confirmed the validity of our analysis. 続きを見る

URL:

http://hdl.handle.net/2297/3943

タイトル・著者・出版者が同じ資料

詳細

主題:	Adaptive algorithms; Computer simulation
受理日:	1998-01-01

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