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Abstract: We provide a time-domain analysis of the robustness and stability performance of Gauss-Newton recursive methods that are often used in identification and control. Several free parameters are included in the filter description while combining the covariance update with the weight-vector update; the exponentially weighted recursive-least-squares (RLS) algorithm being an important special case. One of the contributions of this work is to show that by properly selecting the free parameters, the... (Update)
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BibTeX entry: (Update)
M. Rupp and A. H. Sayed. "Local and global passivity relations for Gauss-Newton methods in adaptive filtering." Proc. (this) SPIE Conference on Advanced Signal Processing: Algorithms, Architectures, and Implementations, San Diego, CA, July 1995. http://citeseer.ist.psu.edu/rupp95local.html More
@misc{ rupp95local,
author = "M. Rupp and A. Sayed",
title = "Local and global passivity relations for Gauss-Newton methods in adaptive
filtering",
text = "M. Rupp and A. H. Sayed. Local and global passivity relations for Gauss-Newton
methods in adaptive filtering. Proc. (this) SPIE Conference on Advanced
Signal Processing: Algorithms, Architectures, and Implementations, San Diego,
CA, July 1995.",
year = "1995",
url = "citeseer.ist.psu.edu/rupp95local.html" }
Citations (may not include all citations):815 Adaptive Filter Theory (context) - Haykin - 1991
373 Adaptive Signal Processing (context) - Widrow, Stearns - 1985
244 Theory and Practice of Recursive Identification (context) - Ljung, Soderstrom - 1983
243 Nonlinear Systems (context) - Khalil - 1992
169 Nonlinear Systems Analysis (context) - Vidyasagar - 1993
59 A state-space approach to adaptive RLS filtering - Sayed, Kailath - 1994
32 Prediction and Control (context) - Goodwin, Sin - 1984
23 Adaptive Control: The Model Reference Approach (context) - Landau - 1979
21 Analysis of the normalized LMS algorithm with Gaussian input.. (context) - Bershad - 1986
14 A time-domain feedback analysis of adaptive gradient algorit.. - Sayed, Rupp - 1995
12 The behavior of LMS and NLMS algorithms in the presence of s.. (context) - Rupp - 1993
10 Parameter Estimation (context) - Sorenson - 1980
10 the stability and convergence of Feintuch's algorithm for ad.. - Rupp, Sayed - 1995
8 Digital Control Systems (context) - Isermann - 1991
4 the robustness, convergence, and minimax performance of inst.. - Sayed, Rupp - 1994
1 A class of adaptive nonlinear H 1 \Gamma filters with guaran.. (context) - Sayed, Rupp - 1995
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