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A numerically stable fast Newton type adaptive filter based on order update fast least squares algorithm
http://hdl.handle.net/2297/3943
http://hdl.handle.net/2297/3943382d5f90-3057-48eb-8c17-6519f17c81ec
名前 / ファイル | ライセンス | アクション |
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TE-PR-NAKAYAMA-K-2003.pdf (847.8 kB)
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Item type | 学術雑誌論文 / Journal Article(1) | |||||
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公開日 | 2017-10-03 | |||||
タイトル | ||||||
タイトル | A numerically stable fast Newton type adaptive filter based on order update fast least squares algorithm | |||||
言語 | ||||||
言語 | eng | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
資源タイプ | journal article | |||||
著者 |
Wang, Youhua
× Wang, Youhua× Ikeda, Kazushi× Nakayama, Kenji |
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提供者所属 | ||||||
内容記述タイプ | Other | |||||
内容記述 | 金沢大学大学院自然科学研究科情報システム | |||||
提供者所属 | ||||||
内容記述タイプ | Other | |||||
内容記述 | 金沢大学工学部 | |||||
書誌情報 |
ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing 巻 Proceedings 3, p. 1713-1716, 発行日 1998-01-01 |
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ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 0736-7791 | |||||
DOI | ||||||
関連タイプ | isIdenticalTo | |||||
識別子タイプ | DOI | |||||
関連識別子 | https://doi.org/10.1109/icassp.1998.681788 | |||||
出版者 | ||||||
出版者 | IEEE | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | The numerical property of an adaptive filter algorithm is the most important problem in practical applications. Most fast adaptive filter algorithms have the numerical instability problem and the fast Newton transversal filter (FNTF) algorithms are no exception. In this paper, we propose a numerically stable fast Newton type adaptive filter algorithm. Two problems are dealt with in the paper. First, we derive the proposed algorithm from the order-update fast least squares (FLS) algorithm. This derivation is direct and simple to understand. Second, we give the stability analysis using a linear time-variant state-space method. The transition matrix of the proposed algorithm is given. The eigenvalues of the ensemble average of the transition matrix are shown to be asymptotically all less than unity. This results in a much improved numerical performance compared with the FNTF algorithms. The computer simulations implemented by using a finite-precision arithmetic have confirmed the validity of our analysis. | |||||
著者版フラグ | ||||||
出版タイプ | VoR | |||||
出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 |