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

zbMath0864.65041MaRDI QIDQ1920182

Robert J. Plemmons, Michael Kwok-Po 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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

Related Items (5)

FFT-based exponentially weighted recursive least squares computations ⋮ A direction set based algorithm for least squares problems in adaptive signal processing ⋮ Scientific applications of iterative Toeplitz solvers ⋮ 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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