Energy conservation in adaptive filtering

Ali H. Sayed, Tareq Al-Naffouri, Vitor H. Nascimento

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

2 Scopus citations

Abstract

The study of the steady-state and transient performance of adaptive filters is a challenging task because of the nonlinear and stochastic nature of their update equations (e.g., References 1 to 4). The purpose of this chapter is to provide an overview of an energy-conservation approach to study the performance of adaptive filters in a unified manner. The approach is based on showing that certain a priori and a posteriori errors maintain an energy balance for all time instants. When examined under expectation, this energy balance leads to a variance relation that characterizes the dynamics of an adaptive filter. An advantage of the energy framework is that it allows us to push.

Original languageEnglish (US)
Title of host publicationNonlinear Signal and Image Processing
Subtitle of host publicationTheory, Methods, and Applications
PublisherCRC Press
Pages1-36
Number of pages36
ISBN (Electronic)9780203010419
ISBN (Print)9780849314278
DOIs
StatePublished - Jan 1 2003

ASJC Scopus subject areas

  • Engineering(all)

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