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

Ehud Weinstein; Meir Feder

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

School of Electrical Engineering

Research output: Contribution to journal › Conference article › peer-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 language	English
Pages (from-to)	2085-2088
Number of pages	4
Journal	Proceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing
Volume	4
State	Published - 1989
Event	1989 International Conference on Acoustics, Speech, and Signal Processing - Glasgow, Scotland Duration: 23 May 1989 → 26 May 1989

Cite this

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

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.",

author = "Ehud Weinstein and Meir Feder",

year = "1989",

language = "אנגלית",

volume = "4",

pages = "2085--2088",

journal = "Proceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing",

issn = "0736-7791",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

note = "null ; Conference date: 23-05-1989 Through 26-05-1989",

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AU - Weinstein, Ehud

AU - Feder, Meir

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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.

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M3 - מאמר מכנס

AN - SCOPUS:0024939654

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

SN - 0736-7791

Y2 - 23 May 1989 through 26 May 1989

ER -

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

Abstract

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