Comparison of convex combination and affine combination of adaptive filters

Author

Erdogan, Alper T. ; Kozat, Suleyman S. ; Singer, Andrew C.

Author_Institution

Koc Univ., Istanbul

fYear

2009

fDate

19-24 April 2009

Firstpage

3089

Lastpage

3092

Abstract

In the area of combination of adaptive filters, two main approaches, namely convex and affine combinations have been introduced. In this article, the relation between these two approaches is investigated. First, the problem of obtaining optimal convex combination coefficients is formulated as the projection of the optimal affine combination weights to the unit simplex in a weighted inner product space. Based on this formulation the closed form expressions for optimal combination weights and target MSE levels are obtained for two and three branch cases.

Keywords

adaptive filters; mean square error methods; adaptive filter; affine combination weight; mean square error method; optimal convex combination; Adaptive filters; Algorithm design and analysis; Closed-form solution; Contracts; Cost function; Data models; Engineering profession; Filtering algorithms; Lagrangian functions; Robustness; adaptive filtering; combination of adaptive filters; projection to unit simplex;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech and Signal Processing, 2009. ICASSP 2009. IEEE International Conference on

Conference_Location

Taipei

ISSN

1520-6149

Print_ISBN

978-1-4244-2353-8

Electronic_ISBN

1520-6149

Type

conf

DOI

10.1109/ICASSP.2009.4960277

Filename

4960277