PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

A transient analysis for the convex combination of two adaptive filters with transfer of coefficients
Magno T. M. Silva, Vitor H. Nascimento and Jerónimo Arenas-Garcia
In: IEEE Intl. Conf. Acoustics, Speech, and Signal Processing, 14-19 Mar, 2010, Dallas.


This paper proposes an improved model for the transient of convex combinations of adaptive filters. A previous model, based on a first-order Taylor series approximation of the nonlinear functions that appear in convex combinations, tended to overestimate the variance of the auxiliary variable used to estimate the mixing parameter. In this paper, we apply a second-order Taylor approximation that improves these estimates, and obtains better agreement with simulations. In addition, we also extend the model to include a simple mechanism for the transfer of coefficients between the constituent filters, a procedure that greatly improves the convergence of the overall filter, and provide an expression to select the free parameter used in such a scheme.

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EPrint Type:Conference or Workshop Item (Poster)
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Theory & Algorithms
ID Code:7559
Deposited By:Jerónimo Arenas-Garcia
Deposited On:17 March 2011