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Adaptive Filters Viewed as Iterative Linear Equation Solvers

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Numerical Analysis and Its Applications (NAA 2004)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 3401))

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Abstract

Adaptive filtering is an important subfield of digital signal processing having been actively researched for more than four decades and having important applications such as noise cancellation, system identification, and telecommunications channel equalization. In this paper we provide a novel framework for adaptive filtering based on the theory stationary iterative linear equation solvers. We show that a large number of established, and some quite novel, adaptive filtering algorithms can be interpreted as special cases of a generic update equation forming the cornerstone of our framework. The novelty of our contribution is the casting of the adaptive filtering problem as a problem in numerical linear algebra facilitating a clearer understanding and a unified analysis of the various algorithms.

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© 2005 Springer-Verlag Berlin Heidelberg

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Husøy, J.H. (2005). Adaptive Filters Viewed as Iterative Linear Equation Solvers. In: Li, Z., Vulkov, L., Waśniewski, J. (eds) Numerical Analysis and Its Applications. NAA 2004. Lecture Notes in Computer Science, vol 3401. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-31852-1_38

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  • DOI: https://doi.org/10.1007/978-3-540-31852-1_38

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-24937-5

  • Online ISBN: 978-3-540-31852-1

  • eBook Packages: Computer ScienceComputer Science (R0)

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