1. Linearly-constrained line-search algorithm for adaptive filtering
- Author
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Reza Arablouei, Kutluyil Dogancay, Arablouei, R, and Doğancay, K
- Subjects
search problems ,Recursive least squares filter ,Mathematical optimization ,least squares approximations ,Least squares ,Iteratively reweighted least squares ,Adaptive filter ,adaptive filters ,Ramer–Douglas–Peucker algorithm ,Non-linear least squares ,Kernel adaptive filter ,Multidelay block frequency domain adaptive filter ,Electrical and Electronic Engineering ,recursive filters ,Mathematics - Abstract
A linearly-constrained line-search adaptive filtering algorithm has been developed by incorporating the linear constraints into the least squares problem and searching the solution (filter weights) along the Kalman gain vector. The proposed algorithm performs close to the constrained recursive least squares algorithm while having a computational complexity comparable to the constrained least mean square algorithm. Simulations demonstrate its effectiveness. Refereed/Peer-reviewed
- Published
- 2012
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