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

MaRDI QIDQ1920182zbMATH OpenFDO

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, http://www.emis.de/journals/ETNA/vol.4.1996/

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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)

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Cited in

(8)

• Dedication to Robert J. Plemmons
• Fast Recursive Least Squares Adaptive Filtering by Fast Fourier Transform-Based Conjugate Gradient Iterations
• Scientific applications of iterative Toeplitz solvers
• A direction set based algorithm for least squares problems in adaptive signal processing
• Analysis of the Stereophonic LMS/Newton Algorithm and Impact of Signal Nonlinearity on Its Convergence Behavior
• FFT-based exponentially weighted recursive least squares computations
• Conference celebrating the 60th birthday of Robert J. Plemmons. Papers from the conference, Winston-Salem, NC, USA, January 1999
• scientific article; zbMATH DE number 922642 (Why is no real title available?)

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