AVERAGING PROCEDURES IN ADAPTIVE FILTERING - AN EFFICIENT APPROACH

被引：17

作者：

YIN, GG ^{[1
]}

ZHU, YM ^{[1
]}

机构：

[1] ACAD SINICA,INST MATH SCI,CHENGDU BRANCH,SICHUAN 610015,PEOPLES R CHINA

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1992年 / 37卷 / 04期

关键词：

D O I：

10.1109/9.126579

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

An averaging procedure for adaptive filtering is developed in this work. In contrast to the traditional approach, two sequences {x(n)} and {x(n)BAR} are constructed, where {x(n)BAR} is the arithmetic average of {x(n)}. We show that the algorithm so designed has optimal rate of convergence. Therefore, the averaging approach is asymptotically efficient.

引用

页码：466 / 475

页数：10

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