Design of an extended LMS-type adaptive filter using semidefinite programming

被引:0
|
作者
Wakasa, Y [1 ]
Izumi, T [1 ]
Yamamoto, Y [1 ]
机构
[1] Yamaguchi Univ, Fac Engn, Dept Elect & Elect Engn, Ube, Yamaguchi 7558611, Japan
关键词
adaptive filters; LMS algorithm; semidefinite programming;
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Adaptive estimation mechanism makes an important role in robot control since it is necessary to estimate changes of environment of a robot for the sake of adequate control. The least mean square (LMS) algorithm is one of such adaptive estimation algorithms, and has been used as an effective and popular approach in signal processing because of its simple structure and low computational complexity. This paper proposes a design method for an LMS-type algorithm which is robust in some sense and converges faster than the conventional LMS algorithms. By means of recent robust control theory, the design problem is reduced to a semidefinite program which is an efficiently solvable optimization problem. Numerical examples are provided to illustrate the effectiveness of the proposed method.
引用
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页码:741 / 746
页数:6
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