• DocumentCode
    1245584
  • Title

    The generalized multidelay adaptive filter: structure and convergence analysis

  • Author

    Moulines, Éric ; Amrane, Omar Ait ; Grenier, Yves

  • Author_Institution
    Telecom Paris, France
  • Volume
    43
  • Issue
    1
  • fYear
    1995
  • fDate
    1/1/1995 12:00:00 AM
  • Firstpage
    14
  • Lastpage
    28
  • Abstract
    Frequency-domain adaptive filters have long been recognized as an attractive alternative to time-domain algorithms when dealing with systems with large impulse response and/or correlated input. New frequency-domain LMS adaptive schemes have been proposed. These algorithms essentially retain the attractive features of frequency-domain implementations, while requiring a processing delay considerably smaller than the length of the impulse response. The authors show that these algorithms can be seen as particular implementations of a more general scheme, the generalized multidelay filter (GMDF). Within this general class of algorithms, we focus on implementations based on the weighted overlap and add reconstruction algorithms; these variants, overlooked in previous contributions, provide an independent control of the overall processing delay and of the rate of update of the filter coefficients, allowing a trade-off between the computational complexity and the rate of convergence. We present a comprehensive analysis of the performance of this new scheme and to provide insight into the influence of impulse response segmentation on the behavior of the adaptive algorithm. Exact analytical expressions for the steady-state mean-square error are first derived. Necessary and sufficient conditions for the convergence of the algorithm to the optimal solution within finite variance are then obtained, and are translated into bounds for the stepsize parameter. Simulations are presented to support our analysis and to demonstrate the practical usefulness of the GMDF algorithm in applications where large impulse response has to be processed
  • Keywords
    adaptive filters; adaptive signal processing; computational complexity; convergence of numerical methods; delay circuits; least mean squares methods; transient response; GMDF algorithm; LMS adaptive methods; adaptive algorithm; add reconstruction algorithms; computational complexity; convergence analysis; convergence rate; correlated input; filter coefficients; filter structure; frequency-domain adaptive filters; generalized multidelay adaptive filter; impulse response; impulse response segmentation; performance; processing delay; simulations; steady-state mean-square error; stepsize parameter; weighted overlap algorithm; Adaptive algorithm; Adaptive filters; Algorithm design and analysis; Computational complexity; Convergence; Delay; Least squares approximation; Performance analysis; Reconstruction algorithms; Time domain analysis;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.365282
  • Filename
    365282