Electronic Resource
Oxford, UK
:
Blackwell Publishing Ltd
Geophysical prospecting
19 (1971), S. 0
ISSN:
1365-2478
Source:
Blackwell Publishing Journal Backfiles 1879-2005
Topics:
Geosciences
,
Physics
Notes:
One of the problems in signal processing is estimating the impulse response function of an unknown system. The well-known Wiener filter theory has been a powerful method in attacking this problem. In comparison, the use of stochastic approximation method as an adaptive signal processor is relatively new. This adaptive scheme can often be described by a recursive equation in which the estimated impulse response parameters are adjusted according to the gradient of a predetermined error function.This paper illustrates by means of simple examples the application of stochastic approximation method as a single-channel adaptive processor. Under some conditions the expected value of its weight sequence converges to the corresponding Wiener optimum filter when the least-mean-square error criterion is used.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1111/j.1365-2478.1971.tb00913.x
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