NDLI: Fast Approximate Inverse Power Iteration Algorithm for Adaptive Total Least-Squares FIR Filtering

Content Provider	IEEE Xplore Digital Library
Author	Da-Zheng Feng Wei Xing Zheng
Copyright Year	1991
Abstract	The presence of contaminating noises at both the input and the output of an finite-impulse-response (FIR) system constitutes a major impediment to unbiased parameter estimation. The total least-squares (TLS) method is known to be effective in achieving unbiased estimation. In this correspondence, we develop a fast recursive algorithm with a view to finding the TLS solution for adaptive FIR filtering. Given the fact that the TLS solution is obtainable via inverse power iteration, we introduce a novel but approximate inverse power iteration in combination with Galerkin method so that the TLS solution can be updated adaptively at a lower computational cost. We also take advantage of the regular form of the TLS solution to constrain the last element of the filter parameter vector to the negative one. We further reduce the computational complexity of the developed algorithm by making efficient computation of the fast gain vector defined in and using rank-one update of the augmented autocorrelation matrix. The developed algorithm saves seven M MAD's (number of multiplies, divides, and square roots) when compared with the recursive TLS algorithm in . Moreover, unlike the algorithms given in and , the developed algorithm does not deal with the solution to a one-variable quadratic equation and it avoids square root operation. Therefore, it has the simpler structure and may be more easily implemented. We then make a careful investigation into global convergence of the developed algorithm. Simulation results are provided that clearly illustrate appealing performance of the developed algorithm, including its good long-term numerical stability
Sponsorship	IEEE Signal Processing Society
Starting Page	4032
Ending Page	4039
Page Count	8
File Size	355316
File Format	PDF
ISSN	1053587X
Volume Number	54
Issue Number	10
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2006-10-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Finite impulse response filter Filtering algorithms Adaptive filters Impedance Parameter estimation Moment methods Computational efficiency Computational complexity Autocorrelation Equations total least squares (TLS) Approximate inverse power iteration fast gain vector finite-impulse-response (FIR) filtering Galerkin method global convergence
Content Type	Text
Resource Type	Article
Subject	Signal Processing Electrical and Electronic Engineering

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3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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