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Simplified Newton-type adaptive estimation algorithms

机译:简化的牛顿型自适应估计算法

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摘要

A new adaptive estimation algorithm is presented. It is the result of a combination of the LMS and the fast Newton transversal filters (FNTF) class. The main characteristic of the proposed algorithm is its improved convergence rate as compared to LMS, for cases where it is known that LMS behaves poorly. This improved characteristic is achieved in expense of a slight increase in the computational complexity while the overall algorithmic structure is very simple (LMS type). The proposed algorithm seems also to compare relatively well against RLS and FNTF.
机译:提出了一种新的自适应估计算法。这是LMS和快速牛顿横向滤波器(FNTF)类相结合的结果。对于已知的LMS表现较差的情况,该算法的主要特点是与LMS相比,其收敛速度有所提高。以总体计算结构非常简单(LMS类型)为代价,以稍微增加计算复杂度为代价来实现此改进的特性。所提出的算法似乎也与RLS和FNTF相对比较好。

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