Measuring and maintaining consistency: a hybrid FTF algorithm
James Bunch; Richard Le Borne; Ian Proudler
International Journal of Applied Mathematics and Computer Science (2001)
- Volume: 11, Issue: 5, page 1203-1216
- ISSN: 1641-876X
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topBunch, James, Le Borne, Richard, and Proudler, Ian. "Measuring and maintaining consistency: a hybrid FTF algorithm." International Journal of Applied Mathematics and Computer Science 11.5 (2001): 1203-1216. <http://eudml.org/doc/207551>.
@article{Bunch2001,
abstract = {Due to the versatility as well as its ease of implementation, the Fast Transversal Filters algorithm is attractive for many adaptive filtering applications. However, it is not widely used because of its undesirable tendency to diverge when operating in finite precision arithmetic. To compensate, modifications to the algorithm have been introduced that are either occasional (performed when a predefined condition(s) is violated) or structured as part of the normal update iteration. However, in neither case is any confidence explicitly given that the computed parameters are in fact close to the desired ones. Here, we introduce a time invariant parameter that provides the user with more flexibility in establishing confidence in the consistency of the updated filter parameters. Additionally, we provide evidence through the introduction of a hybrid FTF algorithm that when sufficient time is given prior to catastrophic divergence, the update parameters of the FTF algorithm can be adjusted so that consistency can be acquired and maintained.},
author = {Bunch, James, Le Borne, Richard, Proudler, Ian},
journal = {International Journal of Applied Mathematics and Computer Science},
keywords = {consistency; FTF; numerical stability; fast transversal filter algorithms; numerical instability; finite precision arithmetic},
language = {eng},
number = {5},
pages = {1203-1216},
title = {Measuring and maintaining consistency: a hybrid FTF algorithm},
url = {http://eudml.org/doc/207551},
volume = {11},
year = {2001},
}
TY - JOUR
AU - Bunch, James
AU - Le Borne, Richard
AU - Proudler, Ian
TI - Measuring and maintaining consistency: a hybrid FTF algorithm
JO - International Journal of Applied Mathematics and Computer Science
PY - 2001
VL - 11
IS - 5
SP - 1203
EP - 1216
AB - Due to the versatility as well as its ease of implementation, the Fast Transversal Filters algorithm is attractive for many adaptive filtering applications. However, it is not widely used because of its undesirable tendency to diverge when operating in finite precision arithmetic. To compensate, modifications to the algorithm have been introduced that are either occasional (performed when a predefined condition(s) is violated) or structured as part of the normal update iteration. However, in neither case is any confidence explicitly given that the computed parameters are in fact close to the desired ones. Here, we introduce a time invariant parameter that provides the user with more flexibility in establishing confidence in the consistency of the updated filter parameters. Additionally, we provide evidence through the introduction of a hybrid FTF algorithm that when sufficient time is given prior to catastrophic divergence, the update parameters of the FTF algorithm can be adjusted so that consistency can be acquired and maintained.
LA - eng
KW - consistency; FTF; numerical stability; fast transversal filter algorithms; numerical instability; finite precision arithmetic
UR - http://eudml.org/doc/207551
ER -
References
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