Block adaptive IIR filters using preconditioned conjugate gradients for orthogonalization

Andrew W. Hull, W. Kenneth Jenkins

    Research output: Contribution to journalConference articlepeer-review


    The method of Preconditioned Conjugate Gradients (PCG) is introduced as an accelerator for simple IIR algorithms to significantly increase their rate of convergence without dramatically adding to their complexity. This paper presents the IIR extension of [1], and develops a block Newton-type adaptive IIR digital filter with complexity O(log(N)). The proposed algorithm exploits a structured approximation to the Hessian which permits the application of a fast preconditioned conjugate gradient optimization method. In this novel formulation, the identification problem of the IIR coefficients separates into two subproblems, each of which may be solved by application of fast adaptive FIR techniques.

    Original languageEnglish (US)
    Pages (from-to)1384-1387
    Number of pages4
    JournalICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
    StatePublished - Jan 1 1995
    EventProceedings of the 1995 20th International Conference on Acoustics, Speech, and Signal Processing. Part 2 (of 5) - Detroit, MI, USA
    Duration: May 9 1995May 12 1995

    All Science Journal Classification (ASJC) codes

    • Software
    • Signal Processing
    • Electrical and Electronic Engineering


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