Title
A deterministic analysis of linearly constrained adaptive filtering algorithms
Abstract
This paper presents a mathematically rigorous analysis of linearly constrained adaptive filtering algorithms based on the adaptive projected subgradient method. We provide the novel concept of constraint-embedding functions that enables to analyze certain classes of linearly constrained adaptive algorithms in a unified manner. Trajectories of the linearly constrained adaptive filters always lie in the affine constraint set, a translation of a closed subspace. Based on this fact, we translate all the points on the constraint set to its underlying subspace - which we regard as a Hilbert space - thereby making the analysis feasible. Derivations of the linearly constrained adaptive filtering algorithms are finally presented in connection with the analysis.
Year
Venue
Keywords
2011
Barcelona
hilbert spaces,adaptive filters,constraint theory,deterministic algorithms,gradient methods,hilbert space,adaptive projected subgradient method,affine constraint set,constraint-embedding function,deterministic analysis,linearly constrained adaptive filtering algorithm,signal processing,convex functions,vectors,algorithm design and analysis
Field
DocType
ISSN
Hilbert space,Affine transformation,Signal processing,Mathematical optimization,Adaptive filtering algorithm,Algorithm design,Subspace topology,Convex function,Adaptive filter,Mathematics
Conference
2076-1465
Citations 
PageRank 
References 
3
0.47
4
Authors
2
Name
Order
Citations
PageRank
Masahiro Yukawa127230.44
isao yamada295374.52