Adaptive system identification using interior point optimization

K. H. Afkhamie, Zh Q. Luo, K. M. Wong

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Scopus citations

Abstract

We present a new algorithm for the adaptive estimation of the tap weights of an unknown linear transversal filter. This algorithm takes advantage of the fast convergence properties of some recently developed interior-point optimization techniques. In particular, we use ideas from interior-point column generation methods, whose iterative nature lends itself well to applications that require adaptive solutions. Numerical simulations demonstrate that the new algorithm compares well against RLS, in terms of convergence speed, especially when conditions are adverse (i.e., SNR is low, input signal is correlated, systems are time-varying).

Original languageEnglish (US)
Title of host publicationIEEE Signal Processing Workshop on Statistical Signal and Array Processing, SSAP
Editors Anon
PublisherIEEE Comp Soc
Pages152-155
Number of pages4
StatePublished - Dec 1 1998
EventProceedings of the 1998 9th IEEE SP Workshop on Statistical Signal and Array Processing - Portland, OR, USA
Duration: Sep 14 1998Sep 16 1998

Other

OtherProceedings of the 1998 9th IEEE SP Workshop on Statistical Signal and Array Processing
CityPortland, OR, USA
Period9/14/989/16/98

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