Title :
Analysis of the Euclidean direction set adaptive algorithm
Author :
Xu, Guo-Fang ; Bose, Tamal
Author_Institution :
Dept. of Electr. Eng., Colorado Univ., Denver, CO, USA
Abstract :
A mathematical analysis is performed on a previously reported gradient-based adaptive algorithm named the Euclidean direction set (EDS) method. It has been shown that the EDS algorithm has a computational complexity of O(N) for each system update, and a rate of convergence (based on computer simulations) comparable to the RLS algorithm. The stability of the EDS method is studied and it is shown that the algorithm converges to the true solution. It is also proved that the convergence rate of the EDS method is superior to that of the steepest descent method
Keywords :
adaptive filters; adaptive signal processing; computational complexity; filtering theory; matrix algebra; numerical stability; optimisation; search problems; set theory; Euclidean direction set; RLS algorithm; adaptive filtering; computational complexity; computer simulations; convergence rate; gradient-based adaptive algorithm; matrix; stability; steepest descent method; Adaptive algorithm; Adaptive filters; Algorithm design and analysis; Computational complexity; Computer simulation; Convergence; Filtering algorithms; Mathematical analysis; Newton method; Resonance light scattering;
Conference_Titel :
Acoustics, Speech and Signal Processing, 1998. Proceedings of the 1998 IEEE International Conference on
Conference_Location :
Seattle, WA
Print_ISBN :
0-7803-4428-6
DOI :
10.1109/ICASSP.1998.681781
