Fast error whitening algorithms for system identification and control

Neural Networks for Signal Processing - Proceedings of the IEEE Workshop

Volumn 2003-January, Issue , 2003, Pages 309-318

  Rao, Yadunandana N ^a   Erdogmus, Deniz ^a   Rao, Geetha Y ^a   Principe, Jose C ^a  

^a UNIVERSITY OF FLORIDA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPLEX NETWORKS; ERRORS; INVERSE PROBLEMS; LINEAR SYSTEMS; RELIGIOUS BUILDINGS; SIGNAL PROCESSING;

ADAPTIVE INVERSE CONTROL; ADDITIVE WHITE NOISE; BIASED ESTIMATES; CONVENTIONAL TECHNIQUES; CRITICAL PROBLEMS; ERROR WHITENING; ERROR WHITENING ALGORITHMS; TOTAL LEAST SQUARES;

WHITE NOISE;

EID: 14844367015     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/NNSP.2003.1318030     Document Type: Conference Paper

References (13)

1. S. Haykin. "Adaptive Filter Theory." Prentice Hall, Upper Saddle River, New Jersey, 1996.
2. B. Widrow, E. Walach. "Adaptive Inverse Control." Prentice Hall, New Jersey, 1995.
3. T. Söderström, P. Stoica. "System Identification." Prentice-Hall, London, United Kingdom, 1989.
4. B. Widrow, M.E. Hoff Jr. "Adaptive switching circuits." IRE Western Electric Show and Convention Record, Part 4, pp. 96-104, August 23, 1960.
5. Y.N. Rao, J.C. Principe. "Efficient Total Least Squares Method for System Modeling Using Minor Component Analysis." Proceedings of Neural Networks for Signal Processing XU, pp. 259-268, 2002.
6. S.C. Douglas. "Analysis of an Anti-Hebbian Adaptive FIR Filtering Algorithm." IEEE Trans. Circuits and Systems-II: Analog and Digital Signal Processing, vol. 43, no. 11, 1996.
7. Y.N. Rao, D. Erdogmus, J.C. Principe. "Error Whitening Criterion Based Adaptive System Identification." Accepted for publication in IJCNN 2003.
8. J.C. Principe, Y.N, Rao, D. Erdogmus. "Error Whitening Wiener Filters: Theory and Algorithms." To appear as chapter 10 in Advances in LMS Filters, ed., S. Haykin, B. Widrow.
9. G.H. Golub, C.F. Van Loan. "Matrix Computations." Johns Hopkins University Press, Baltimore, MD, 1989.
10. F. Deprettere. Ed. "SVD And Signal Processing-Algorithms, Applications and Architectures." North-Holland, 1988.
11. CE. Davila. "An Efficient Recursive Total Least Squares Algorithm for FIR Adaptive Filtering." IEEE Trans. Signal Processing, vol. 42, no. 2, February 1994.
12. D.G. Luenberger. "Linear and Nonlinear Programrning."2nd ed., Addison-Wesley, Massachusetts, 1984.
13. Y. Wei, S.B. Gelfand, J.V. Krogmeier. "Noise Constrained Least Mean Squares Algorithm, " IEEE Trans. Signal Processing, vol. 49, no. 9, September 2001.