A direction set based algorithm for adaptive filtering

• Published in: IEEE transactions on signal processing Vol. 47; no. 2; pp. 535 - 539
• Main Authors: Mei-Qin Chen, Bose, T., Guo Fang Xu
• Format: Journal Article
• Language: English
• Published: New York, NY IEEE 01.02.1999; Institute of Electrical and Electronics Engineers
• Subjects: Adaptive filters; Adaptive signal processing; Algorithms; Applied sciences; Complexity; Computation; Convergence; Delay effects; Delay estimation; Detection, estimation, filtering, equalization, prediction; Exact sciences and technology; Filtering algorithms; Information, signal and communications theory; Least squares approximation; Mathematical analysis; Mathematical models; Resonance light scattering; Signal and communications theory; Signal processing; Signal processing algorithms; Signal, noise; Speech processing; Telecommunications and information theory; Adaptive filtering; Convergence rate; Signal processing; Computational complexity
• ISSN: 1053-587X
• DOI: 10.1109/78.740139

A new algorithm is developed for adaptive filtering applications. This algorithm is based on a direction set method and has a computational complexity of O(N) for each update of the system. The method exploits the structure of the objective function and maintains a set of near-conjugate directions with respect to the Hessian. This algorithm has a rapid rate of convergence that is comparable with that of the well-known RLS method. The performance of the algorithm is illustrated with adaptive filtering applications.