An adaptive filter robust to data uncertainties

TY Al-Naffouri, Ali H. Sayed

Research output: Contribution to journalArticlepeer-review


This paper considers the problem of adaptive filtering in the presence of uncertainties in the regression data. A recursive procedure is derived that is based on solving local optimization problems that attemps to alleviate the worst-case effect of data uncertainties on filter performance. The resulting procedure turns out to have similarities with leakage-based adaptive filters.
Original languageUndefined/Unknown
Pages (from-to)1175-1183
Number of pages9
JournalProceedings of the Allerton Conference on Communication, Control and Computing
StatePublished - 2000
Externally publishedYes

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