The performance surface in filtered nonlinear mean-square estimation

Author

Costa, Márcio H. ; Bermudez, José Carlos M ; Bershad, Neil J.

Author_Institution

Grupo de Engenharia Biomedica, Univ. Catolica de Pelotas, Brazil

Volume

50

Issue

3

fYear

2003

fDate

3/1/2003 12:00:00 AM

Firstpage

445

Lastpage

447

Abstract

This brief investigates the properties of the performance surface for the problem of linearly constrained nonlinear mean-square estimation of a random sequence. The problem studied has direct application to the study of active noise control systems when the transducers are driven into nonlinear behavior. A deterministic expression is derived for the mean-square error (MSE) surface as a function of the nonlinearity parameter for Gaussian inputs. It is demonstrated that the surface is unimodal, and expressions are determined for the optimum weight vector and for the minimum MSE.

Keywords

active noise control; adaptive filters; adaptive signal processing; filtering theory; mean square error methods; random sequences; active noise control systems; adaptive filters; adaptive signal processing; deterministic expression; filtered nonlinear mean-square estimation; linearly constrained methods; nonlinear behavior; nonlinearity parameter; optimum weight vector; performance surface; random sequence; unimodal surface; Active noise reduction; Adaptive algorithm; Adaptive control; Adaptive filters; Adaptive signal processing; Algorithm design and analysis; Control systems; Nonlinear control systems; Signal processing algorithms; Transducers;

fLanguage

English

Journal_Title

Circuits and Systems I: Fundamental Theory and Applications, IEEE Transactions on

Publisher

ieee

ISSN

1057-7122

Type

jour

DOI

10.1109/TCSI.2003.808845

Filename

1193026