application to signal processing

《application to signal processing》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。

1、Chapter5APPLICATIONTOSIGNALPROCESSINGThegeneralconvergencetheoremsdevelopedinChapter2candealwithnoisescontainingnotonlyrandomcomponentsbutalsostructuralerrors.ThispropertyallowsustoapplySAalgorithmstoparameterestimationproblemsarisingfromvariousfields.Thegeneralapproach,roughlyspeakin

2、g,isasfollows.First,theparameterestimationproblemcomingfrompracticeistransformedtoaroot-seekingproblemforarea-sonablebutunknownfunctionwhichmaynotbedirectlyobserved.Then,therealobservationisartificiallywritteninthestandardformwithNormally,itisquitestraightforwardtoarriveatthispoint.Th

3、emaindifficultyistoverifythatthecomplicatednoisesatisfiesoneofthenoiseconditionsrequiredintheconvergencetheorems.Itiscommonthatthereisnostandardmethodtocompletetheverificationprocedure,becausefordifferentproblemsarecompletelydifferentfromeachother.InSection5.1,SAalgorithmsareappliedto

4、solvetheblindchannelidentificationproblem,anactivetopicincommunication.InSection5.2,theprinciplecomponentanalysisusedinpatternclassificationisdealtwithbySAmethods.Section5.3continuestheproblemdiscussedinSection5.1,butinmoregeneralsetting.Namely,unlikeSection5.1,thecovariancematrixofth

5、eobservationnoiseisnolongerassumedtobeknown.InSection5.4,adaptivefilteringisconsidered:Verysimpleconditionsforconvergenceofsign-algorithmsaregiven.Section5.5dis-cussestheasymptoticbehaviorofasynchronousSAalgorithms,whichtakethepossiblecommunicationdelaysbetweenparallelprocessorsintoco

6、nsideration.219220STOCHASTICAPPROXIMATIONANDITSAPPLICATIONS5.1.RecursiveBlindIdentificationInsystemandcontrolarea,theunknownparametersareestimatedonthebasisofobservedinputandoutputdataofthesystem.Thisisthesubjectofsystemidentification.Incontrasttothis,forcommunicationchannelsonlythech

7、anneloutputisobservedandthechannelinputisun-available.Thetopicofblindchannelidentificationistoestimatechannelparametersbyusingtheoutputdataonly.Blindchannelidentificationhasdrawnmuchattentionfromresearchersbecauseofitspotentialap-plicationsinwirelesscommunication.However,mostexistinge

8、stima