Convex Combination of Adaptive Filters with Different Tracking Capabilities

Author

Silva, Magno T M ; Nascimento, Vítor H.

Author_Institution

Dept. of Electron. Syst. Eng., Sao Paulo Univ.

Volume

3

fYear

2007

fDate

15-20 April 2007

Abstract

Recently, an adaptive convex combination of two LMS (least mean-square) filters was proposed and its tracking performance analyzed. Motivated by the performance of such scheme and by the differences between the tracking capabilities of the RLS (recursive least-squares) and LMS algorithms, we propose a convex combination of one LMS and one RLS filter. The resulting combination should profit of the best tracking behavior of each component filter. A steady-state analysis via energy conservation relation is also presented for stationary and non-stationary environments.

Keywords

adaptive filters; filtering theory; least mean squares methods; recursive filters; tracking; LMS filters; adaptive convex combination; adaptive filters; component filter; convex combination; energy conservation relation; least mean-square; recursive least-squares; steady-state analysis; tracking capabilities; tracking performance; Adaptive filters; Autocorrelation; Convergence; Energy conservation; Least squares approximation; Performance analysis; Resonance light scattering; Steady-state; Systems engineering and theory; Transversal filters; Adaptive filters; LMS algorithm; RLS algorithm; convex combination; energy conservation; tracking analysis;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech and Signal Processing, 2007. ICASSP 2007. IEEE International Conference on

Conference_Location

Honolulu, HI

ISSN

1520-6149

Print_ISBN

1-4244-0727-3

Electronic_ISBN

1520-6149

Type

conf

DOI

10.1109/ICASSP.2007.366832

Filename

4217862