A Stochastic Total Least Squares Solution of Adaptive Filtering Problem
An efficient and computationally linear algorithm is derived for total least squares solution of adaptive filtering problem, when both input and output signals are contaminated by noise. The proposed total least mean squares (TLMS) algorithm is designed by recursively computing an optimal solution...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Hindawi Publishing Corporation
2014
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| Online Access: | http://eprints.usm.my/38204/ http://eprints.usm.my/38204/1/A_Stochastic_Total_Least_Squares_Solution_of_Adaptive_Filtering_Problem.pdf |
| _version_ | 1848878402573959168 |
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| author | Javed, Shazia Ahmad, Noor Atinah |
| author_facet | Javed, Shazia Ahmad, Noor Atinah |
| author_sort | Javed, Shazia |
| building | USM Institutional Repository |
| collection | Online Access |
| description | An efficient and computationally linear algorithm is derived for total least squares solution of adaptive filtering problem, when
both input and output signals are contaminated by noise. The proposed total least mean squares (TLMS) algorithm is designed by
recursively computing an optimal solution of adaptive TLS problem by minimizing instantaneous value of weighted cost function.
Convergence analysis of the algorithm is given to show the global convergence of the proposed algorithm, provided that the
stepsize parameter is appropriately chosen. The TLMS algorithm is computationally simpler than the other TLS algorithms and
demonstrates a better performance as compared with the least mean square (LMS) and normalized least mean square (NLMS)
algorithms. It provides minimum mean square deviation by exhibiting better convergence in misalignment for unknown system
identification under noisy inputs. |
| first_indexed | 2025-11-15T17:30:46Z |
| format | Article |
| id | usm-38204 |
| institution | Universiti Sains Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T17:30:46Z |
| publishDate | 2014 |
| publisher | Hindawi Publishing Corporation |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | usm-382042018-01-03T07:40:42Z http://eprints.usm.my/38204/ A Stochastic Total Least Squares Solution of Adaptive Filtering Problem Javed, Shazia Ahmad, Noor Atinah QA1-939 Mathematics An efficient and computationally linear algorithm is derived for total least squares solution of adaptive filtering problem, when both input and output signals are contaminated by noise. The proposed total least mean squares (TLMS) algorithm is designed by recursively computing an optimal solution of adaptive TLS problem by minimizing instantaneous value of weighted cost function. Convergence analysis of the algorithm is given to show the global convergence of the proposed algorithm, provided that the stepsize parameter is appropriately chosen. The TLMS algorithm is computationally simpler than the other TLS algorithms and demonstrates a better performance as compared with the least mean square (LMS) and normalized least mean square (NLMS) algorithms. It provides minimum mean square deviation by exhibiting better convergence in misalignment for unknown system identification under noisy inputs. Hindawi Publishing Corporation 2014 Article PeerReviewed application/pdf en http://eprints.usm.my/38204/1/A_Stochastic_Total_Least_Squares_Solution_of_Adaptive_Filtering_Problem.pdf Javed, Shazia and Ahmad, Noor Atinah (2014) A Stochastic Total Least Squares Solution of Adaptive Filtering Problem. Scientific World Journal, 2014 (625280). pp. 1-6. ISSN 2356-6140 http://dx.doi.org/10.1155/2014/625280 |
| spellingShingle | QA1-939 Mathematics Javed, Shazia Ahmad, Noor Atinah A Stochastic Total Least Squares Solution of Adaptive Filtering Problem |
| title | A Stochastic Total Least Squares Solution of Adaptive Filtering Problem |
| title_full | A Stochastic Total Least Squares Solution of Adaptive Filtering Problem |
| title_fullStr | A Stochastic Total Least Squares Solution of Adaptive Filtering Problem |
| title_full_unstemmed | A Stochastic Total Least Squares Solution of Adaptive Filtering Problem |
| title_short | A Stochastic Total Least Squares Solution of Adaptive Filtering Problem |
| title_sort | stochastic total least squares solution of adaptive filtering problem |
| topic | QA1-939 Mathematics |
| url | http://eprints.usm.my/38204/ http://eprints.usm.my/38204/ http://eprints.usm.my/38204/1/A_Stochastic_Total_Least_Squares_Solution_of_Adaptive_Filtering_Problem.pdf |