The constrained generalized data windowing conjugate gradient algorithm

Abstract

This paper introduces a constrained version of a recently proposed generalized data windowing scheme applied to the conjugate gradient algorithm. This scheme combines two types of data windowing, the finite-data sliding window and the exponentially weighted data window, in an attempt to attain the best of both methods in a linearly constrained scenario. The proposed algorithm was tested in a simple adaptive beamforming application, where the expected better performance was demonstrated.