Title :
The gradient adaptive split lattice algorithm
Author :
Wu, Chi-Hsin ; Yagle, Andrew E.
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., Michigan Univ., Ann Arbor, MI, USA
fDate :
2/1/1994 12:00:00 AM
Abstract :
The authors present a new algorithm for adaptive filtering of autoregressive processes, based on a three-term recurrence that replaces the lattice equations of the gradient adaptive lattice (GAL) algorithm of Griffiths (1977) and requires only half as many multiplications per recursion. They also present a single-stage convergence analysis and a numerical example comparing the new algorithm to the GAL. Its performance is similar to the GAL, while requiring less than 2/3 as many multiplications and additions
Keywords :
adaptive filters; convergence of numerical methods; filtering and prediction theory; numerical analysis; stochastic processes; time series; adaptive filtering; adaptive signal processing; additions; autoregressive processes; gradient adaptive split lattice algorithm; multiplications; single-stage convergence analysis; three-term recurrence; Adaptive filters; Algorithm design and analysis; Convergence of numerical methods; Difference equations; Filtering algorithms; Lattices; Propagation delay; Reflection; Signal analysis; Signal processing algorithms;
Journal_Title :
Signal Processing, IEEE Transactions on
