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

aut.researcherMoir, Tom
dc.contributor.authorMoir, TJ
dc.date.accessioned2011-06-09T02:03:03Z
dc.date.available2011-06-09T02:03:03Z
dc.date.copyright2010
dc.date.issued2010
dc.description.abstractThe 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.
dc.identifier.citationThe Open Signal Processing Journal, vol.3, pp.1 - 5
dc.identifier.doi10.2174/1876825301003010001
dc.identifier.issn1876-8253 (print)
dc.identifier.urihttps://hdl.handle.net/10292/1247
dc.publisherBentham Science Publishers
dc.relation.urihttp://dx.doi.org/10.2174/1876825301003010001
dc.rights© 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).
dc.rights.accessrightsOpenAccess
dc.subjectSteepest-Descent
dc.subjectLeast-mean squares (LMS)
dc.subjectAdaptive filters
dc.titleThe trapezoidal method of steepest-descent and its application to adaptive filtering
dc.typeJournal Article
pubs.organisational-data/AUT
pubs.organisational-data/AUT/Design & Creative Technologies
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