Exhaustive Search and Power-Based Gradient Descent Algorithms for Time-Delayed FIR Models

Algorithm 2

P-GD algorithm.

	Initialise , is a vector whose entries all equal to 1
	Collect measurable data and
	Use the power method to compute
	Assign a positive constant based on
	Construct an SPD matrix
	Use the power method to compute the maximum eigenvalue of
	Calculate based on
	Compute the best step size
	repeat
	for, do
	Update
	end
	until convergence