Constrained adaptive filtering algorithms: asymptotic convergence properties for dependent data

DOI10.1109/18.45273MaRDI QIDQ3476734zbMATH OpenOpenAlexFDO

Authors Abraham Krieger, Elias Masry

Publication date 1989

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.45273

zbMATH Keywords

adaptive filtering algorithmsfilter coefficientsconstrained linear mean-square estimation problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

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• An adaptive constraint method for paraunitary filter banks with applications to spatiotemporal subspace tracking
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• Constrained adaptive LMS \(L\)-filters
• Convergence analysis of adaptive linear estimation for dependent stationary processes
• Adaptive filters with constraints and correlated non-stationary signals
• New insights into convergence theory of constrained frequency-domain adaptive filters
• A constrained linear predictive model with the minimum-phase property

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