DocumentCode
3040926
Title
Adaptive linear estimation based on time domain orthogonality
Author
Huffman, Stephen O. ; Nolte, Loren W.
Author_Institution
Research Triangle Park, N.C.
Volume
5
fYear
1980
fDate
29312
Firstpage
453
Lastpage
456
Abstract
A method for adaptive linear estimation is proposed based on a Time Domain Orthogonality condition. This algorithm arises naturally from the criterion used rather than through the application of a numerical analysis method as in the derivation of the LMS Gradient Algorithm. However, in addition to being a new and potentially useful algorithm, the resulting recursive method is suprisingly similar to the LMS Gradient Algorithm. With the addition of certain simplifying assumptions, the TDO algorithm reduces to the LPIS Gradient Algorithm except that a data dependent term replaces the constant parameter µ found In the LMS Gradient Method. In fact, it is shown that this data dependent term is an estimate of the optimum µ for maximum rate of convergence.
Keywords
Digital filters; Equations; Finite impulse response filter; Gradient methods; Least squares approximation; Numerical analysis; Signal processing algorithms; Statistics; Vectors; Wiener filter;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '80.
Type
conf
DOI
10.1109/ICASSP.1980.1170937
Filename
1170937
Link To Document