Adaptive Filtering using Simultaneously Perturbed Stochastic Approximation

A.H. Alhabsi, K. Iqbal, and H.M. Al-Rizzo (USA)


Adaptive Filtering, Stochastic Perturbation, Spectrum Estimation


A technique based on the estimation of the gradient of the mean square error is suggested in the realm of adaptive fil tering formulation. The technique is developed to fit in the adaptive filtering framework. The applicability of the tech nique in adaptive filtering is described and an algorithm demonstrating its usage is shown. Two applications of the usage of the technique are investigated and analyzed. Sim ulation results confirmed that the method could be used as an efficient adaptive filtering algorithm.

Important Links:

Go Back