1996
DOI: 10.1109/78.533714
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Simplified Newton-type adaptive estimation algorithms

Abstract: A new adaptive estimation algorithm is presented. It is the result of a combination of the LMS and the fast Newton transversal filters (FNTF) class. The main characteristic of the proposed algorithm is its improved convergence rate as compared to LMS, for cases where it is known that LMS behaves poorly. This improved characteristic is achieved in expense of a slight increase in the computational complexity while the overall algorithmic structure is very simple (LMS type). The proposed algorithm seems also to c… Show more

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Cited by 12 publications
(11 citation statements)
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“…We observe that the two vectors A LC1;t and B LC1;t affect the first and the last parts of the identifier impulse response, respectively. From this observation, several papers on the fast LS algorithm have highlighted and proven two important assumptions: (i) in the first assumption, the authors of [36] prove that the last real identifier impulse responses parts by LS algorithms are redundant (small coefficients) and the variance of these impulses responses is concentrated in their first part; (ii) in the second assumption [36][37][38][39][40][41][42], the authors proved that some inputs can be modeled by an autoregressive model. This assumption leads to further simplification possibilities of these LS algorithms (this assumption will be used in the second proposed Algorithm 2).…”
Section: The Proposed Algorithmmentioning
confidence: 99%
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“…We observe that the two vectors A LC1;t and B LC1;t affect the first and the last parts of the identifier impulse response, respectively. From this observation, several papers on the fast LS algorithm have highlighted and proven two important assumptions: (i) in the first assumption, the authors of [36] prove that the last real identifier impulse responses parts by LS algorithms are redundant (small coefficients) and the variance of these impulses responses is concentrated in their first part; (ii) in the second assumption [36][37][38][39][40][41][42], the authors proved that some inputs can be modeled by an autoregressive model. This assumption leads to further simplification possibilities of these LS algorithms (this assumption will be used in the second proposed Algorithm 2).…”
Section: The Proposed Algorithmmentioning
confidence: 99%
“…Algorithm based on only forward predictor. In [1], the authors used the assumption that the physical transversal impulse responses are decreasing with the filter order [36][37][38] to propose this algorithm. In AEC applications, the forward and backward predictions are carried out with a small number of coefficients [39][40][41][42].…”
Section: The Mono-channel Ftf Adaptive Algorithmmentioning
confidence: 99%
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“…Reduced size predictors in the FTF algorithms have been successfully used in the FNTF algothms [7,8]. The SMFTF algorithm can easily used with reduced size prediction part (table 2).…”
Section: Simplified Ftf-type Algorithmmentioning
confidence: 99%
“…In this application, predictor sizes are much smaller than the size of the transversal filter for speech signal. This propriety was used to develop a class of algorithms called Fast Newton transversal filter algorithm [7,8] where the input signal is modelised by an AR model with 10 to 20 coefficients. From relation (6), we can see that the most significant components, the last ones, of the backward predictor affect the last terms of the Kalman Gain and this contribution is not In the proposed algorithm, we discard all backward prediction variables from (6) and use only the forward variables to compute the dual Kalman gain :…”
Section: Simplified Ftf-type Algorithmmentioning
confidence: 99%