Line search algorithms for adaptive filtering

Abstract

Line search algorithms for adaptive filtering that choose the convergence parameter so that the updated filter vector minimizes the sum of squared errors on a linear manifold are described. A shift invariant property of the sample covariance matrix is exploited to produce an adaptive filter stochastic line search algorithm for exponentially weighted adaptive equalization requiring 3N+5 multiplications and divisions per iteration. This algorithm is found to have better numerical stability than fast transversal filter algorithms for an application requiring steady-state tracking capability similar to that of least-mean square (LMS) algorithms. The algorithm is shown to have faster initial convergence than the LMS algorithm and a well-known variable step size algorithm having similar computational complexity in an adaptive equalization experiment.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>