Abstract | ||
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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 |
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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 0006 | 1 | 0 | 0.34 |
W. Kenneth Jenkins | 2 | 73 | 15.29 |
Charles W. Therrien | 3 | 104 | 42.99 |