A novel algorithm for the adaptation of the pole of Laguerre filters

Boukis, Christos; P. Mandic, Danilo; Constantinides, A.G.; Polymenakos, Lazaros

doi:10.1109/lsp.2006.873140

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A novel algorithm for the adaptation of the pole of Laguerre filters

Published in IEEE Signal Processing Letters • Jun 21, 2006

Authors:

Christos Boukis

Danilo P. Mandic

A.G. Constantinides

Abstract

This letter proposes a novel stochastic gradient algorithm for the online adaptation of the pole position in Laguerre filters. The proposed algorithm exploits the inherent relationship between the values of the filter coefficients and the value of the Laguerre pole. This leads to an unbiased solutio...

Subject

Laguerre polynomials

Algorithm

Position (finance)

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