Title :
A novel algorithm for the adaptation of the pole of Laguerre filters
Author :
Boukis, Christos ; Mandic, Danilo P. ; Constantinides, Anthony G. ; Polymenakos, Lazaros C.
Author_Institution :
Athens Inf. Technol.
fDate :
7/1/2006 12:00:00 AM
Abstract :
This letter proposes a novel stochastic gradient algorithm for the online adaptation of the pole position in Laguerre filters. The proposed algorithm exploits the inherent relationship between the values of the filter coefficients and the value of the Laguerre pole. This leads to an unbiased solution and, hence, a more accurate estimate of the error gradient. Simulations in a system identification setting support the analysis
Keywords :
filtering theory; gradient methods; stochastic processes; Laguerre filter; online adaptation; pole position; stochastic gradient algorithm; Adaptive filters; Delay; Equations; Finite impulse response filter; Low pass filters; Signal processing algorithms; Steady-state; Stochastic processes; Transfer functions; Transversal filters; Adaptive signal processing; orthonormal functions;
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2006.873140
