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Iterative minimization of quadratic functional

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Abstract

A complete solution is given to the problem of determining when a certain iteration will converge to the minimum of an important type of quadratic functional. It is shown that convergence occurs whenever the minimum exists, and that the iterates produced by the iteration will be unbounded for every starting point if the minimum does not exist. Applications are given concerning an adaptive filtering algorithm and nonharmonic series expansions.

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Authors and Affiliations

  1. Department of Electrical and Computer Engineering, The University of Texas at Austin, 78712, Austin, Texas

    Irwin W. Sandberg

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  1. Irwin W. Sandberg
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Sandberg, I.W. Iterative minimization of quadratic functional. Circuits Systems and Signal Process 14, 415–425 (1995). https://doi.org/10.1007/BF01189019

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  • DOI: https://doi.org/10.1007/BF01189019

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