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A generalized data windowing scheme for adaptive conjugate gradient algorithms

Zhao, Shengkui, Man, Zhihong and Khoo, Suiyang 2009, A generalized data windowing scheme for adaptive conjugate gradient algorithms, Signal Processing, vol. 89, no. 5, pp. 894-900, doi: 10.1016/j.sigpro.2008.11.007.

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Title A generalized data windowing scheme for adaptive conjugate gradient algorithms
Author(s) Zhao, Shengkui
Man, Zhihong
Khoo, SuiyangORCID iD for Khoo, Suiyang orcid.org/0000-0003-0455-2710
Journal name Signal Processing
Volume number 89
Issue number 5
Start page 894
End page 900
Total pages 7
Publisher Elsevier
Place of publication North Holland
Publication date 2009
ISSN 0165-1684
1872-7557
Keyword(s) Conjugate gradient method
Adaptive filtering
LMS algorithm
Recursive least squares
Summary The performance of the modified adaptive conjugate gradient (CG) algorithms based on the iterative CG method for adaptive filtering is highly related to the ways of estimating the correlation matrix and the cross-correlation vector. The existing approaches of implementing the CG algorithms using the data windows of exponential form or sliding form result in either loss of convergence or increase in misadjustment. This paper presents and analyzes a new approach to the implementation of the CG algorithms for adaptive filtering by using a generalized data windowing scheme. For the new modified CG algorithms, we show that the convergence speed is accelerated, the misadjustment and tracking capability comparable to those of the recursive least squares (RLS) algorithm are achieved. Computer simulations demonstrated in the framework of linear system modeling problem show the improvements of the new modifications.
Language eng
DOI 10.1016/j.sigpro.2008.11.007
Field of Research 090609 Signal Processing
Socio Economic Objective 970109 Expanding Knowledge in Engineering
HERDC Research category C1.1 Refereed article in a scholarly journal
ERA Research output type C Journal article
HERDC collection year 2009
Copyright notice ©2008, ElsevierB.V.
Persistent URL http://hdl.handle.net/10536/DRO/DU:30019827

Document type: Journal Article
Collections: Faculty of Science, Engineering and Built Environment
School of Engineering
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Citation counts: TR Web of Science Citation Count  Cited 4 times in TR Web of Science
Scopus Citation Count Cited 5 times in Scopus Google Scholar Search Google Scholar
Access Statistics: 954 Abstract Views, 2 File Downloads  -  Detailed Statistics
Created: Wed, 23 Sep 2009, 12:54:17 EST by Sui Yang Khoo

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