SIMPLIFIED NEWTON-TYPE ADAPTIVE ESTIMATION ALGORITHMS

Citation
Pp. Mavridis et Gv. Moustakides, SIMPLIFIED NEWTON-TYPE ADAPTIVE ESTIMATION ALGORITHMS, IEEE transactions on signal processing, 44(8), 1996, pp. 1932-1940
Citations number
18
Categorie Soggetti
Engineering, Eletrical & Electronic
ISSN journal
1053587X
Volume
44
Issue
8
Year of publication
1996
Pages
1932 - 1940
Database
ISI
SICI code
1053-587X(1996)44:8<1932:SNAEA>2.0.ZU;2-7
Abstract
A new adaptive estimation algorithm is presented. It is the result of a combination of the LMS and the fast Newton transversal filters (FNTF ) class. The main characteristic of the proposed algorithm is its impr oved convergence rate as compared to LMS, for cases where it is known that LMS behaves poorly. This improved characteristic is achieved in e xpense of a slight increase in the computational complexity while the overall algorithmic structure is very simple (LMS type), The proposed algorithm seems also to compare relatively well against RLS and FNTF.