Title :
The use of orthogonal transforms for improving performance of adaptive filters
Author :
Marshall, Daniel F. ; Jenkins, W. Kenneth ; Murphy, J.J.
Author_Institution :
Coordinated Sci. Lab., Illinois Univ., Urbana, IL, USA
fDate :
4/1/1989 12:00:00 AM
Abstract :
It has been previously shown that a real-time decomposition of the incoming signal into a set of partially uncorrelated components via an orthogonal transform, and a subsequent adaptation on these individual components, leads to faster convergence rates. Here, transform domain processing is characterized by the effect of the transform on the shape of the mean-square error surface. It is shown that the effect of an ideal transform is to convert equal error contours that are initially hyperellipses in the parameter space into hyperspheres. Five specific real-valued orthogonal transforms are compared in terms of learning characteristics and computational complexity. Since the Karhunen-Loeve transform (KLT) is the ideal transform for this application, and since the KLT is defined in terms of the statistics of the input signal, it is certain that no fixed-parameter transform can deliver optimal learning characteristics for all input signals. However, the simulations suggest that transforms can be found which give much improved performance in a given situation
Keywords :
adaptive filters; computational complexity; filtering and prediction theory; Karhunen-Loeve transform; adaptive filters; computational complexity; convergence rates; error contours; fixed-parameter transform; hyperellipses; hyperspheres; input signals; learning characteristics; mean-square error surface; orthogonal transforms; real-time decomposition; transform domain processing; Adaptive algorithm; Adaptive filters; Arithmetic; Computational complexity; Convergence; Filtering algorithms; Karhunen-Loeve transforms; Least squares approximation; Shape; Very large scale integration;
Journal_Title :
Circuits and Systems, IEEE Transactions on