Jove
Visualize
Contact Us
JoVE
x logofacebook logolinkedin logoyoutube logo
ABOUT JoVE
OverviewLeadershipBlogJoVE Help Center
AUTHORS
Publishing ProcessEditorial BoardScope & PoliciesPeer ReviewFAQSubmit
LIBRARIANS
TestimonialsSubscriptionsAccessResourcesLibrary Advisory BoardFAQ
RESEARCH
JoVE JournalMethods CollectionsJoVE Encyclopedia of ExperimentsArchive
EDUCATION
JoVE CoreJoVE BusinessJoVE Science EducationJoVE Lab ManualFaculty Resource CenterFaculty Site
Terms & Conditions of Use
Privacy Policy
Policies

Related Experiment Videos

Stochastic error whitening algorithm for linear filter estimation with noisy data.

Yadunandana N Rao1, Deniz Erdogmus, Geetha Y Rao

  • 1Computational NeuroEngineering Laboratory, Department of Electrical and Computer Engineering, University of Florida, Gainesville, FL 32611, USA.

Neural Networks : the Official Journal of the International Neural Network Society
|July 10, 2003
PubMed
Summary

This study introduces a new stochastic gradient algorithm using the error whitening criterion (EWC) to improve linear filter estimation with noisy data. The novel algorithm offers unbiased results, unlike traditional mean squared error methods.

Related Concept Videos

You might also read

Related Articles

Articles linked to this work by shared authors, journal, and citation graph.

Sort by
Same author

Human-AI Cooperation in Healthcare and Rehabilitation.

Delaware journal of public health·2026
Same author

Temporal point process modeling of aggressive behavior onset in psychiatric inpatient youths with autism.

Scientific reports·2026
Same author

Training sparse convolutional deep predictive coding networks with attention.

Neural networks : the official journal of the International Neural Network Society·2026
Same author

Corticomorphic Hybrid CNN-SNN Architecture for EEG-Based Low-Footprint Low-Latency Auditory Attention Detection.

Annals of biomedical engineering·2026
Same author

Deep Learning-Based Prediction of Cardiopulmonary Disease in Retinal Images of Premature Infants.

JAMA ophthalmology·2026
Same author

A generative spike prediction model using behavioral reinforcement for re-establishing neural functional connectivity.

Nature computational science·2026

Area of Science:

  • Signal Processing
  • Control Systems Engineering
  • Machine Learning

Background:

  • Mean Squared Error (MSE) is standard for linear filter estimation but yields biased results with noisy signals.
  • Additive white disturbances in input signals pose a significant challenge for traditional estimation methods.

Purpose of the Study:

  • To present a novel stochastic gradient algorithm for linear filter estimation.
  • To address the bias issue in MSE caused by noisy input signals.
  • To introduce a new algorithm based on the error whitening criterion (EWC).

Main Methods:

  • Derivation of an online stochastic gradient algorithm based on the error whitening criterion (EWC).
  • Theoretical convergence proof of the algorithm under mild assumptions.

Related Experiment Videos

  • Development of extensions for faster, step-size independent convergence.

    • Main Results:

    • The proposed stochastic EWC algorithm provides unbiased estimates in the presence of additive white disturbances.
    • Simulations demonstrate superior performance compared to MSE and total-least squares in parameter estimation.
    • The algorithm shows robustness and potential for practical applications.

    Conclusions:

    • The novel stochastic EWC algorithm effectively overcomes the limitations of MSE in noisy environments.
    • The algorithm offers improved accuracy and convergence properties for linear filter estimation.
    • Potential applications include designing robust inverse controllers for systems with noisy data.