Linearly-constrained line-search algorithm for adaptive filtering

被引：14

作者：

Arablouei, R. ^{[1
]}

Dogancay, K. ^{[1
]}

机构：

[1] Univ S Australia, Inst Telecommun Res, Mawson Lakes, SA, Australia

来源：

ELECTRONICS LETTERS | 2012年 / 48卷 / 19期

关键词：

Kalman filters - Adaptive filters;

D O I：

10.1049/el.2012.2714

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

A linearly-constrained line-search adaptive filtering algorithm has been developed by incorporating the linear constraints into the least squares problem and searching the solution (filter weights) along the Kalman gain vector. The proposed algorithm performs close to the constrained recursive least squares algorithm while having a computational complexity comparable to the constrained least mean square algorithm. Simulations demonstrate its effectiveness.

引用

页码：1208 / U59

页数：2

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