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朱允民

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期刊论文

Averaging Procedures in Adaptive Filtering: An Efficient Approach

朱允民Gang George Yin Member IEEE and Yunmin Zhu

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 37, NO.4, APRIL 1992,-0001,():

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摘要/描述

An averaging procedure for adaptive filtering isdeveloped in this work. In contrast to the traditional approach,two sequences {Xn} and xn are constructed, where {xn} is thearithmetic average of {Xn}. We show that the algorithm sodesigned has optimal rate of convergence. Therefore, the aver-aging approach is asymptotically efficient.

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