LMS-Newton adaptive filtering using FFT-based conjugate gradient iterations

zbMATH Open0864.65041MaRDI QIDQ1920182FDOQ1920182

Authors: Robert J. Plemmons, Michael Ng 

Publication date: 22 June 1997

Published in: ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/119108

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zbMATH Keywords

predictionnumerical examplescirculant matrixpreconditioned conjugate gradient methodHermitian Toeplitz matrixfast Fourier transform techniqueslinear least squares adaptive predictive filtering

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Iterative numerical methods for linear systems (65F10) Least squares and related methods for stochastic control systems (93E24)

Cited In (8)

• Fast Recursive Least Squares Adaptive Filtering by Fast Fourier Transform-Based Conjugate Gradient Iterations
• A direction set based algorithm for least squares problems in adaptive signal processing
• Scientific applications of iterative Toeplitz solvers
• FFT-based exponentially weighted recursive least squares computations
• Title not available (Why is that?)
• Analysis of the Stereophonic LMS/Newton Algorithm and Impact of Signal Nonlinearity on Its Convergence Behavior
• Conference celebrating the 60th birthday of Robert J. Plemmons. Papers from the conference, Winston-Salem, NC, USA, January 1999
• Dedication to Robert J. Plemmons

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