A deterministic analysis of linearly constrained adaptive filtering algorithms

Masahiro Yukawa, Isao Yamada

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Citations (Scopus)

Abstract

This paper presents a mathematically rigorous analysis of linearly constrained adaptive filtering algorithms based on the adaptive projected subgradient method. We provide the novel concept of constraint-embedding functions that enables to analyze certain classes of linearly constrained adaptive algorithms in a unified manner. Trajectories of the linearly constrained adaptive filters always lie in the affine constraint set, a translation of a closed subspace. Based on this fact, we translate all the points on the constraint set to its underlying subspace . which we regard as a Hilbert space . thereby making the analysis feasible. Derivations of the linearly constrained adaptive filtering algorithms are finally presented in connection with the analysis.

Original languageEnglish
Title of host publicationEuropean Signal Processing Conference
Pages131-135
Number of pages5
Publication statusPublished - 2011
Externally publishedYes
Event19th European Signal Processing Conference, EUSIPCO 2011 - Barcelona, Spain
Duration: 2011 Aug 292011 Sep 2

Other

Other19th European Signal Processing Conference, EUSIPCO 2011
CountrySpain
CityBarcelona
Period11/8/2911/9/2

Fingerprint

Adaptive filtering
Hilbert spaces
Adaptive filters
Adaptive algorithms
Trajectories

ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering

Cite this

Yukawa, M., & Yamada, I. (2011). A deterministic analysis of linearly constrained adaptive filtering algorithms. In European Signal Processing Conference (pp. 131-135)

A deterministic analysis of linearly constrained adaptive filtering algorithms. / Yukawa, Masahiro; Yamada, Isao.

European Signal Processing Conference. 2011. p. 131-135.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Yukawa, M & Yamada, I 2011, A deterministic analysis of linearly constrained adaptive filtering algorithms. in European Signal Processing Conference. pp. 131-135, 19th European Signal Processing Conference, EUSIPCO 2011, Barcelona, Spain, 11/8/29.
Yukawa M, Yamada I. A deterministic analysis of linearly constrained adaptive filtering algorithms. In European Signal Processing Conference. 2011. p. 131-135
Yukawa, Masahiro ; Yamada, Isao. / A deterministic analysis of linearly constrained adaptive filtering algorithms. European Signal Processing Conference. 2011. pp. 131-135
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