Title :
Wiener filtering and LMS algorithm of periodic nonuniformly sampled stochastic sequence
Author :
Fan, Laiyao ; Zhang, Congxia ; Ji, Hongbing
Author_Institution :
Dept. of Electron. Eng., Xidian Univ., Xi´´an, China
fDate :
9/28/1995 12:00:00 AM
Abstract :
A study of Wiener filtering and an LMS algorithm of a periodic nonuniformly sampled stationary stochastic sequence is made. It is demonstrated that the Wiener-Hopf equation of such signals should be constructed and solved on each of the M staggered ordinals, a concept of periodic time-variant weights. Also shown is that in the LMS algorithm, M weight vectors should be adjusted respectively according to the staggered ordinals. Some conclusions and simulation results are given
Keywords :
adaptive signal processing; filtering theory; least mean squares methods; signal sampling; stochastic processes; LMS algorithm; Wiener filtering; Wiener-Hopf equation; periodic nonuniformly sampled sequence; periodic time-variant weights; signal processing; staggered ordinals; stationary stochastic sequence;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19951203