Optimal convergence factor for Gauss-Newton algorithms and its application to an adaptive parallel realization

Author

Diniz, Paulo S R ; Cousseau, Juan E.

Author_Institution

Programa de Eng. Eletrica, Univ. Federal do Rio de Janeiro, Brazil

fYear

1990

fDate

3-6 Sep 1990

Firstpage

420

Lastpage

424

Abstract

An efficient approach for the calculation of the optimal convergence factor for Gauss-Newton algorithms is proposed. The method leads to variable step size (convergence factor) algorithms that yield fast convergence, with an acceptable added cost in computational complexity. The results are applied to a recently proposed frequency-domain parallel realization for an adaptive IIR (infinite impulse response) filter, and evaluated in systems identification applications. Simulations confirm the expected results

Keywords

adaptive filters; convergence of numerical methods; digital filters; identification; parallel algorithms; Gauss-Newton algorithms; adaptive IIR filter; adaptive parallel algorithm; computational complexity; frequency-domain parallel realization; infinite impulse response; optimal convergence factor; simulations; systems identification; variable step size; Adaptive filters; Computational complexity; Computational efficiency; Computational modeling; Convergence; IIR filters; Least squares methods; Newton method; Recursive estimation; System identification;

fLanguage

English

Publisher

ieee

Conference_Titel

Telecommunications Symposium, 1990. ITS '90 Symposium Record., SBT/IEEE International

Conference_Location

Rio de Janeiro

Type

conf

DOI

10.1109/ITS.1990.175639

Filename

175639