Title :
Adaptive recursive filtering using a conjugate directions algorithm
Author :
Boray, Giri ; Srinath, M.D.
Author_Institution :
Dept. of Electr. Eng., Southern Methodist Univ., Dallas, TX, USA
Abstract :
The authors discuss the application of a conjugate gradient algorithm for solving the adaptive recursive filtering problem. This algorithm, based on the technique of classical conjugate direction optimization, is shown to provide superior convergence compared to the stochastic gradient techniques. Algorithms are developed for direct form and lattice form implementations. Examples are provided to illustrate the performance of the method
Keywords :
adaptive filters; conjugate gradient methods; convergence of numerical methods; filtering and prediction theory; adaptive recursive filtering; conjugate direction optimization; conjugate directions algorithm; conjugate gradient algorithm; convergence; direct form; lattice form; Adaptive filters; Filtering algorithms; Finite impulse response filter; IIR filters; Lattices; Least squares approximation; Signal processing algorithms; Stochastic processes; Transversal filters; Vectors;
Conference_Titel :
Circuits and Systems, 1991., IEEE International Sympoisum on
Print_ISBN :
0-7803-0050-5
DOI :
10.1109/ISCAS.1991.176367
