TY - JOUR
T1 - Sequential algorithms based on Kullback-Liebler information measure and their application to FIR system identification
AU - Weinstein, Ehud
AU - Feder, Meir
PY - 1989
Y1 - 1989
N2 - The authors use methods of stochastic approximation to convert iterative algorithms for maximizing the Kullback-Liebler information measure into sequential algorithms. Special attention is given to the case of incomplete data, and a variety of algorithms are presented to deal with situations of that kind. The authors consider the application of these algorithms to the identification of finite-impulse-response (FIR) systems.
AB - The authors use methods of stochastic approximation to convert iterative algorithms for maximizing the Kullback-Liebler information measure into sequential algorithms. Special attention is given to the case of incomplete data, and a variety of algorithms are presented to deal with situations of that kind. The authors consider the application of these algorithms to the identification of finite-impulse-response (FIR) systems.
UR - http://www.scopus.com/inward/record.url?scp=0024939654&partnerID=8YFLogxK
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AN - SCOPUS:0024939654
SN - 0736-7791
VL - 4
SP - 2085
EP - 2088
JO - Proceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing
JF - Proceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing
T2 - 1989 International Conference on Acoustics, Speech, and Signal Processing
Y2 - 23 May 1989 through 26 May 1989
ER -