Title
Improved Quasi-Newton Adaptive-Filtering Algorithm
Abstract
An improved quasi-Newton (QN) algorithm that performs data-selective adaptation is proposed whereby the weight vector and the inverse of the input-signal autocorrelation matrix are updated only when the a priori error exceeds a prespecified error bound. The proposed algorithm also incorporates. an improved estimator of the inverse of the autocorrelation matrix. With these modifications, the proposed QN algorithm takes significantly fewer updates to converge and yields a reduced steady-state misalignment relative to a known QN algorithm proposed recently. These features of the proposed QN algorithm are demonstrated through extensive simulations. Simulations also show that the proposed QN algorithm, like the known QN algorithm, is quite robust with respect to roundoff errors introduced in fixed-point implementations.
Year
DOI
Venue
2010
10.1109/TCSI.2009.2038567
Circuits and Systems I: Regular Papers, IEEE Transactions
Keywords
Field
DocType
adaptive filters,correlation methods,matrix algebra,data-selective adaptation,improved estimator,input-signal autocorrelation matrix,priori error exceeds,proposed algorithm,quasi-newton adaptive-filtering algorithm,steady-state misalignment,weight vector,Adaptation algorithms,adaptive filters,convergence speed in adaptation algorithms,quasi-Newton algorithms,steady-state misalignment
Control theory,Autocorrelation matrix,Matrix decomposition,Robustness (computer science),Error detection and correction,Adaptive filter,Mathematics,Autocorrelation,Computational complexity theory,Estimator
Journal
Volume
Issue
ISSN
57
8
1549-8328
Citations 
PageRank 
References 
3
0.45
10
Authors
2
Name
Order
Citations
PageRank
Md. Zulfiquar Ali Bhotto1776.42
A. Antoniou226730.79