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ADAPTIVE MSE ESTIMATION.

Publication ,  Journal Article
Sharpe, SM; Nolte, LW
Published in: ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
January 1, 1981

Two basic approaches to adaptive signal processing are in common use. The first and most direct involves substituting data-derived estimates of signal and noise autocorrelations into the standard Wiener-Hopf equation. The second uses a stochastic algorithm, such as the LMS, to minimize the mean square error directly. This paper attempts to unify these approaches by deriving an algorithm which substitutes data-derived estimates of the signal and noise autocorrelations into a recursive version of the Wiener-Hopf equation thus eliminating the need for direct matrix inversion. Although clearly an offshoot of the direct method, this algorithm, in its simplest form, is identical to the well-known LMS stochastic algorithm.

Duke Scholars

Published In

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

ISSN

0736-7791

Publication Date

January 1, 1981

Volume

2

Start / End Page

518 / 521
 

Citation

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ICMJE
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Sharpe, S. M., & Nolte, L. W. (1981). ADAPTIVE MSE ESTIMATION. ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, 2, 518–521.
Sharpe, S. M., and L. W. Nolte. “ADAPTIVE MSE ESTIMATION.ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings 2 (January 1, 1981): 518–21.
Sharpe SM, Nolte LW. ADAPTIVE MSE ESTIMATION. ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. 1981 Jan 1;2:518–21.
Sharpe, S. M., and L. W. Nolte. “ADAPTIVE MSE ESTIMATION.ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, vol. 2, Jan. 1981, pp. 518–21.
Sharpe SM, Nolte LW. ADAPTIVE MSE ESTIMATION. ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. 1981 Jan 1;2:518–521.

Published In

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

ISSN

0736-7791

Publication Date

January 1, 1981

Volume

2

Start / End Page

518 / 521