Recursive Variable Span Linear Filter for Noise Reduction

Yingke Zhao, Jie Chen, Jingdong Chen

科研成果: 期刊稿件文章同行评审

6 引用 (Scopus)

摘要

The design of variable span linear filters for noise reduction involves a generalized eigenvalue decomposition problem that is of high computational complexity. In order to address this issue, this work proposes a recursive algorithm that computes the filter weights with streaming signal data. Specifically, the inverse square root of the noise covariance matrix is recursively computed with a rank-one update strategy, and the generalized eigenvalues and eigenvectors are approached with the projection approximation subspace tracking method. Numerical simulations show that the proposed recursive method is able to achieve satisfactory performance with significantly lower complexity as compared to the batch algorithm.

源语言英语
文章编号8902098
页(从-至)1902-1906
页数5
期刊IEEE Signal Processing Letters
26
12
DOI
出版状态已出版 - 12月 2019

指纹

探究 'Recursive Variable Span Linear Filter for Noise Reduction' 的科研主题。它们共同构成独一无二的指纹。

引用此