Sequential algorithms based on Kullback-Liebler information measure and their application to FIR system identification

Author

Weinstein, Ehud ; Feder, Meir

Author_Institution

Dept. of Electron. Syst., Tel-Aviv Univ., Israel

fYear

1989

Firstpage

2085

Abstract

The authors use methods of stochastic approximation to convert iterative algorithms for maximizing the Kullback-Liebler information measure (1959) into sequential algorithms. Special attention is given to the case of incomplete data, and a variety of algorithms are presented to deal with situations of that kind. The authors consider the application of these algorithms to the identification of finite-impulse-response (FIR) systems

Keywords

filtering and prediction theory; identification; iterative methods; FIR system identification; finite-impulse-response; iterative algorithms; sequential algorithms; stochastic approximation; Application software; Approximation algorithms; Electric variables measurement; Finite impulse response filter; Iterative algorithms; Maximum likelihood estimation; Probability; Sea measurements; Stochastic processes; System identification;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1989. ICASSP-89., 1989 International Conference on

Conference_Location

Glasgow

ISSN

1520-6149

Type

conf

DOI

10.1109/ICASSP.1989.266872

Filename

266872

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1564142