The trapezoidal method of steepest-descent and its application to adaptive filtering

Date
2010
Authors
Moir, TJ
Supervisor
Item type
Journal Article
Degree name
Journal Title
Journal ISSN
Volume Title
Publisher
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.

Description
Keywords
Steepest-Descent , Least-mean squares (LMS) , Adaptive filters
Source
The Open Signal Processing Journal, vol.3, pp.1 - 5
Rights statement
© 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).