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ADAPTIVE SIGNAL PROCESSING THROUGH STOCHASTIC APPROXIMATION*
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| Zeitschriftentitel: | Geophysical Prospecting |
|---|---|
| Personen und Körperschaften: | , |
| In: | Geophysical Prospecting, 19, 1971, 4, S. 718-728 |
| Format: | E-Article |
| Sprache: | Englisch |
| veröffentlicht: |
Wiley
|
| Schlagwörter: |
| author_facet |
WANG, R. J. TREITEL, S. WANG, R. J. TREITEL, S. |
|---|---|
| author |
WANG, R. J. TREITEL, S. |
| spellingShingle |
WANG, R. J. TREITEL, S. Geophysical Prospecting ADAPTIVE SIGNAL PROCESSING THROUGH STOCHASTIC APPROXIMATION* Geochemistry and Petrology Geophysics |
| author_sort |
wang, r. j. |
| spelling |
WANG, R. J. TREITEL, S. 0016-8025 1365-2478 Wiley Geochemistry and Petrology Geophysics http://dx.doi.org/10.1111/j.1365-2478.1971.tb00913.x <jats:title>A<jats:sc>bstract</jats:sc></jats:title><jats:p>One of the problems in signal processing is estimating the impulse response function of an unknown system. The well‐known Wiener filter theory has been a powerful method in attacking this problem. In comparison, the use of stochastic approximation method as an adaptive signal processor is relatively new. This adaptive scheme can often be described by a recursive equation in which the estimated impulse response parameters are adjusted according to the gradient of a predetermined error function.</jats:p><jats:p>This paper illustrates by means of simple examples the application of stochastic approximation method as a single‐channel adaptive processor. Under some conditions the expected value of its weight sequence converges to the corresponding Wiener optimum filter when the least‐mean‐square error criterion is used.</jats:p> ADAPTIVE SIGNAL PROCESSING THROUGH STOCHASTIC APPROXIMATION* Geophysical Prospecting |
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10.1111/j.1365-2478.1971.tb00913.x |
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Online |
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Chemie und Pharmazie Physik Geologie und Paläontologie Geographie |
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Wiley, 1971 |
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Wiley, 1971 |
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1365-2478 0016-8025 |
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1971 |
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Wiley |
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Geophysical Prospecting |
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49 |
| title |
ADAPTIVE SIGNAL PROCESSING THROUGH STOCHASTIC APPROXIMATION* |
| title_unstemmed |
ADAPTIVE SIGNAL PROCESSING THROUGH STOCHASTIC APPROXIMATION* |
| title_full |
ADAPTIVE SIGNAL PROCESSING THROUGH STOCHASTIC APPROXIMATION* |
| title_fullStr |
ADAPTIVE SIGNAL PROCESSING THROUGH STOCHASTIC APPROXIMATION* |
| title_full_unstemmed |
ADAPTIVE SIGNAL PROCESSING THROUGH STOCHASTIC APPROXIMATION* |
| title_short |
ADAPTIVE SIGNAL PROCESSING THROUGH STOCHASTIC APPROXIMATION* |
| title_sort |
adaptive signal processing through stochastic approximation* |
| topic |
Geochemistry and Petrology Geophysics |
| url |
http://dx.doi.org/10.1111/j.1365-2478.1971.tb00913.x |
| publishDate |
1971 |
| physical |
718-728 |
| description |
<jats:title>A<jats:sc>bstract</jats:sc></jats:title><jats:p>One of the problems in signal processing is estimating the impulse response function of an unknown system. The well‐known Wiener filter theory has been a powerful method in attacking this problem. In comparison, the use of stochastic approximation method as an adaptive signal processor is relatively new. This adaptive scheme can often be described by a recursive equation in which the estimated impulse response parameters are adjusted according to the gradient of a predetermined error function.</jats:p><jats:p>This paper illustrates by means of simple examples the application of stochastic approximation method as a single‐channel adaptive processor. Under some conditions the expected value of its weight sequence converges to the corresponding Wiener optimum filter when the least‐mean‐square error criterion is used.</jats:p> |
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| author | WANG, R. J., TREITEL, S. |
| author_facet | WANG, R. J., TREITEL, S., WANG, R. J., TREITEL, S. |
| author_sort | wang, r. j. |
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| container_title | Geophysical Prospecting |
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| description | <jats:title>A<jats:sc>bstract</jats:sc></jats:title><jats:p>One of the problems in signal processing is estimating the impulse response function of an unknown system. The well‐known Wiener filter theory has been a powerful method in attacking this problem. In comparison, the use of stochastic approximation method as an adaptive signal processor is relatively new. This adaptive scheme can often be described by a recursive equation in which the estimated impulse response parameters are adjusted according to the gradient of a predetermined error function.</jats:p><jats:p>This paper illustrates by means of simple examples the application of stochastic approximation method as a single‐channel adaptive processor. Under some conditions the expected value of its weight sequence converges to the corresponding Wiener optimum filter when the least‐mean‐square error criterion is used.</jats:p> |
| doi_str_mv | 10.1111/j.1365-2478.1971.tb00913.x |
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| id | ai-49-aHR0cDovL2R4LmRvaS5vcmcvMTAuMTExMS9qLjEzNjUtMjQ3OC4xOTcxLnRiMDA5MTMueA |
| imprint | Wiley, 1971 |
| imprint_str_mv | Wiley, 1971 |
| institution | DE-15, DE-Pl11, DE-Rs1, DE-105, DE-14, DE-Ch1, DE-L229, DE-D275, DE-Bn3, DE-Brt1, DE-D161, DE-Gla1, DE-Zi4 |
| issn | 1365-2478, 0016-8025 |
| issn_str_mv | 1365-2478, 0016-8025 |
| language | English |
| last_indexed | 2024-03-01T15:30:33.906Z |
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| physical | 718-728 |
| publishDate | 1971 |
| publishDateSort | 1971 |
| publisher | Wiley |
| record_format | ai |
| recordtype | ai |
| series | Geophysical Prospecting |
| source_id | 49 |
| spelling | WANG, R. J. TREITEL, S. 0016-8025 1365-2478 Wiley Geochemistry and Petrology Geophysics http://dx.doi.org/10.1111/j.1365-2478.1971.tb00913.x <jats:title>A<jats:sc>bstract</jats:sc></jats:title><jats:p>One of the problems in signal processing is estimating the impulse response function of an unknown system. The well‐known Wiener filter theory has been a powerful method in attacking this problem. In comparison, the use of stochastic approximation method as an adaptive signal processor is relatively new. This adaptive scheme can often be described by a recursive equation in which the estimated impulse response parameters are adjusted according to the gradient of a predetermined error function.</jats:p><jats:p>This paper illustrates by means of simple examples the application of stochastic approximation method as a single‐channel adaptive processor. Under some conditions the expected value of its weight sequence converges to the corresponding Wiener optimum filter when the least‐mean‐square error criterion is used.</jats:p> ADAPTIVE SIGNAL PROCESSING THROUGH STOCHASTIC APPROXIMATION* Geophysical Prospecting |
| spellingShingle | WANG, R. J., TREITEL, S., Geophysical Prospecting, ADAPTIVE SIGNAL PROCESSING THROUGH STOCHASTIC APPROXIMATION*, Geochemistry and Petrology, Geophysics |
| title | ADAPTIVE SIGNAL PROCESSING THROUGH STOCHASTIC APPROXIMATION* |
| title_full | ADAPTIVE SIGNAL PROCESSING THROUGH STOCHASTIC APPROXIMATION* |
| title_fullStr | ADAPTIVE SIGNAL PROCESSING THROUGH STOCHASTIC APPROXIMATION* |
| title_full_unstemmed | ADAPTIVE SIGNAL PROCESSING THROUGH STOCHASTIC APPROXIMATION* |
| title_short | ADAPTIVE SIGNAL PROCESSING THROUGH STOCHASTIC APPROXIMATION* |
| title_sort | adaptive signal processing through stochastic approximation* |
| title_unstemmed | ADAPTIVE SIGNAL PROCESSING THROUGH STOCHASTIC APPROXIMATION* |
| topic | Geochemistry and Petrology, Geophysics |
| url | http://dx.doi.org/10.1111/j.1365-2478.1971.tb00913.x |