The trapezoidal method of steepest-descent and its application to adaptive filtering
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Moir, TJ
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Bentham Science Publishers
Abstract
The method of steepest-descent is re-visited in continuous time. It is shown that the continuous time version is a vector differential equation the solution of which is found by integration. Since numerical integration has many forms, we show an alternative to the conventional solution by using a Trapezoidal integration solution. This in turn gives a slightly modified least-mean squares (LMS) algorithm.
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Steepest-Descent, Least-mean squares (LMS), Adaptive filters
Source
The Open Signal Processing Journal, vol.3, pp.1 - 5
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© Bentham Science Publishing 2010. All Rights Reserved (http://www.benthamscience.com). Authors retain the right to place his/her pre-publication (post-print) version of the work on a personal website or institutional repository (please see Citation and Publisher’s Version).