Block adaptive IIR filters using preconditioned conjugate gradients for orthogonalization

Andrew W. Hull; W. Kenneth Jenkins

Block adaptive IIR filters using preconditioned conjugate gradients for orthogonalization

Andrew W. Hull, W. Kenneth Jenkins

Research output: Contribution to journal › Conference article › peer-review

Abstract

The method of Preconditioned Conjugate Gradients (PCG) is introduced as an accelerator for simple IIR algorithms to significantly increase their rate of convergence without dramatically adding to their complexity. This paper presents the IIR extension of [1], and develops a block Newton-type adaptive IIR digital filter with complexity O(log(N)). The proposed algorithm exploits a structured approximation to the Hessian which permits the application of a fast preconditioned conjugate gradient optimization method. In this novel formulation, the identification problem of the IIR coefficients separates into two subproblems, each of which may be solved by application of fast adaptive FIR techniques.

Original language	English (US)
Pages (from-to)	1384-1387
Number of pages	4
Journal	ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume	2
State	Published - 1995
Event	Proceedings of the 1995 20th International Conference on Acoustics, Speech, and Signal Processing. Part 2 (of 5) - Detroit, MI, USA Duration: May 9 1995 → May 12 1995

All Science Journal Classification (ASJC) codes

Software
Signal Processing
Electrical and Electronic Engineering

Cite this

@article{d7ec49c63d394a929015ec4394a60158,

title = "Block adaptive IIR filters using preconditioned conjugate gradients for orthogonalization",

abstract = "The method of Preconditioned Conjugate Gradients (PCG) is introduced as an accelerator for simple IIR algorithms to significantly increase their rate of convergence without dramatically adding to their complexity. This paper presents the IIR extension of [1], and develops a block Newton-type adaptive IIR digital filter with complexity O(log(N)). The proposed algorithm exploits a structured approximation to the Hessian which permits the application of a fast preconditioned conjugate gradient optimization method. In this novel formulation, the identification problem of the IIR coefficients separates into two subproblems, each of which may be solved by application of fast adaptive FIR techniques.",

author = "Hull, {Andrew W.} and {Kenneth Jenkins}, W.",

year = "1995",

language = "English (US)",

volume = "2",

pages = "1384--1387",

journal = "ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings",

issn = "0736-7791",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

note = "Proceedings of the 1995 20th International Conference on Acoustics, Speech, and Signal Processing. Part 2 (of 5) ; Conference date: 09-05-1995 Through 12-05-1995",

}

TY - JOUR

T1 - Block adaptive IIR filters using preconditioned conjugate gradients for orthogonalization

AU - Hull, Andrew W.

AU - Kenneth Jenkins, W.

PY - 1995

Y1 - 1995

N2 - The method of Preconditioned Conjugate Gradients (PCG) is introduced as an accelerator for simple IIR algorithms to significantly increase their rate of convergence without dramatically adding to their complexity. This paper presents the IIR extension of [1], and develops a block Newton-type adaptive IIR digital filter with complexity O(log(N)). The proposed algorithm exploits a structured approximation to the Hessian which permits the application of a fast preconditioned conjugate gradient optimization method. In this novel formulation, the identification problem of the IIR coefficients separates into two subproblems, each of which may be solved by application of fast adaptive FIR techniques.

AB - The method of Preconditioned Conjugate Gradients (PCG) is introduced as an accelerator for simple IIR algorithms to significantly increase their rate of convergence without dramatically adding to their complexity. This paper presents the IIR extension of [1], and develops a block Newton-type adaptive IIR digital filter with complexity O(log(N)). The proposed algorithm exploits a structured approximation to the Hessian which permits the application of a fast preconditioned conjugate gradient optimization method. In this novel formulation, the identification problem of the IIR coefficients separates into two subproblems, each of which may be solved by application of fast adaptive FIR techniques.

UR - http://www.scopus.com/inward/record.url?scp=0029216456&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0029216456&partnerID=8YFLogxK

M3 - Conference article

AN - SCOPUS:0029216456

SN - 0736-7791

VL - 2

SP - 1384

EP - 1387

JO - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

JF - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

T2 - Proceedings of the 1995 20th International Conference on Acoustics, Speech, and Signal Processing. Part 2 (of 5)

Y2 - 9 May 1995 through 12 May 1995

ER -

Block adaptive IIR filters using preconditioned conjugate gradients for orthogonalization

Abstract

All Science Journal Classification (ASJC) codes

Other files and links

Fingerprint

Cite this