Sequential algorithms based on Kullback-Liebler information measure and their application to FIR system identification

Research output: Contribution to journalConference articlepeer-review

Abstract

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.

Original languageEnglish
Pages (from-to)2085-2088
Number of pages4
JournalProceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing
Volume4
StatePublished - 1989
Event1989 International Conference on Acoustics, Speech, and Signal Processing - Glasgow, Scotland
Duration: 23 May 198926 May 1989

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