一个高效的块牛顿型算法

K. Berberidis, S. Theodoridis
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引用次数: 4

摘要

本文提出的算法是快速牛顿横向滤波(FNTF)算法的精确块处理对应[Moustakides和Theodorides, 1991]。新算法的主要特点是,块处理是以这样一种方式完成的,因此结果估计在数学上与FNTF算法的各自估计相等。对于中阶到长阶滤波器,新算法在不牺牲性能的情况下大大节省了计算复杂度。
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An efficient block Newton-type algorithm
The algorithm presented in the paper is an exact block processing counterpart of the fast Newton transversal filtering (FNTF) algorithm [Moustakides and Theodorides, 1991]. The main trait of the new algorithm is that the block processing is done in such a way so that the resulting estimates are mathematically equivalent with the respective estimates of the FNTF algorithm. In cases where the involved filter is of medium to long order the new algorithm offers a substantial saving in computational complexity without sacrificing performance.
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