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

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2 Author(s)
Weinstein, E. ; Dept. of Electron. Syst., Tel-Aviv Univ., Israel ; Feder, M.

The authors use methods of stochastic approximation to convert iterative algorithms for maximizing the Kullback-Liebler information measure (1959) 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

Published in:

Acoustics, Speech, and Signal Processing, 1989. ICASSP-89., 1989 International Conference on

Date of Conference:

23-26 May 1989