Title
Computationally Efficient Algorithms For Third Order Adaptive Volterra Filters
Abstract
The input autocorrelation matrix for a third order (cubic) Volterra adaptive filter for general colored Gaussian input processes is analyzed to determine how to best formulate a computationally efficient fast adaptive algorithm. When the input signal samples are ordered properly within the input data vector, the autocorrelation matrix of the cubic filter inherits a block diagonal structure, with some of the sub-blocks also having diagonal structure. A computationally efficient adaptive algorithm is presented that takes advantage of the sparsity and unique structure of the correlation matrix that results from this formulation.
Year
DOI
Venue
1998
10.1109/ICASSP.1998.681710
PROCEEDINGS OF THE 1998 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING, VOLS 1-6
Keywords
Field
DocType
least squares approximation,adaptive filters,algorithm design and analysis,newton method,gaussian processes,autocorrelation,vectors,convergence,adaptive filter,quasi newton method,computational complexity,adaptive signal processing,correlation matrix
Diagonal,Mathematical optimization,Computer science,Autocorrelation matrix,Algorithm,Volterra series,Gaussian process,Adaptive filter,Adaptive algorithm,Covariance matrix,Block matrix
Conference
ISSN
Citations 
PageRank 
1520-6149
0
0.34
References 
Authors
1
3
Name
Order
Citations
PageRank
Xiaohui Li 0006100.34
W. Kenneth Jenkins27315.29
Charles W. Therrien310442.99