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Mixed & H2/H∞ algorithm for exponentially windowed adaptive filtering

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Title Mixed & H2/H∞ algorithm for exponentially windowed adaptive filtering
 
Creator KOTHARI, SD
BANAVAR, RN
CHAUDHURI, SUBHASIS
 
Description The RLS or its equivalent H2 algorithms achieve the best average performance. But these suffer from poor worst case performance. Stochastic gradient based algorithms (like LMS) achieve best worst case performance, but a poor average performance. We propose switching criteria for acquiring advantages of both of these algorithms. The proposed algorithm uses a nonlinear combination of H2 optimal and H∞ optimal estimation. We present a mixed H2/H∞ algorithm employing an exponential window and the achievable bound for this estimation strategy.
 
Publisher IEEE
 
Date 2008-12-22T05:54:58Z
2011-11-28T01:46:54Z
2011-12-15T09:58:14Z
2008-12-22T05:54:58Z
2011-11-28T01:46:54Z
2011-12-15T09:58:14Z
2002
 
Type Article
 
Identifier Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing (V 2), Orlando, USA, 13-17 May 2002, 1421-1424
0-7803-7402-9
http://hdl.handle.net/10054/464
http://dspace.library.iitb.ac.in/xmlui/handle/10054/464
 
Language en