75,957 research outputs found

    An Improved Variable Structure Adaptive Filter Design and Analysis for Acoustic Echo Cancellation

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    In this research an advance variable structure adaptive Multiple Sub-Filters (MSF) based algorithm for single channel Acoustic Echo Cancellation (AEC) is proposed and analyzed. This work suggests a new and improved direction to find the optimum tap-length of adaptive filter employed for AEC. The structure adaptation, supported by a tap-length based weight update approach helps the designed echo canceller to maintain a trade-off between the Mean Square Error (MSE) and time taken to attain the steady state MSE. The work done in this paper focuses on replacing the fixed length sub-filters in existing MSF based AEC algorithms which brings refinements in terms of convergence, steady state error and tracking over the single long filter, different error and common error algorithms. A dynamic structure selective coefficient update approach to reduce the structural and computational cost of adaptive design is discussed in context with the proposed algorithm. Simulated results reveal a comparative performance analysis over proposed variable structure multiple sub-filters designs and existing fixed tap-length sub-filters based acoustic echo cancellers

    A Novel Family of Adaptive Filtering Algorithms Based on The Logarithmic Cost

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    We introduce a novel family of adaptive filtering algorithms based on a relative logarithmic cost. The new family intrinsically combines the higher and lower order measures of the error into a single continuous update based on the error amount. We introduce important members of this family of algorithms such as the least mean logarithmic square (LMLS) and least logarithmic absolute difference (LLAD) algorithms that improve the convergence performance of the conventional algorithms. However, our approach and analysis are generic such that they cover other well-known cost functions as described in the paper. The LMLS algorithm achieves comparable convergence performance with the least mean fourth (LMF) algorithm and extends the stability bound on the step size. The LLAD and least mean square (LMS) algorithms demonstrate similar convergence performance in impulse-free noise environments while the LLAD algorithm is robust against impulsive interferences and outperforms the sign algorithm (SA). We analyze the transient, steady state and tracking performance of the introduced algorithms and demonstrate the match of the theoretical analyzes and simulation results. We show the extended stability bound of the LMLS algorithm and analyze the robustness of the LLAD algorithm against impulsive interferences. Finally, we demonstrate the performance of our algorithms in different scenarios through numerical examples.Comment: Submitted to IEEE Transactions on Signal Processin

    A Stochastic Majorize-Minimize Subspace Algorithm for Online Penalized Least Squares Estimation

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    Stochastic approximation techniques play an important role in solving many problems encountered in machine learning or adaptive signal processing. In these contexts, the statistics of the data are often unknown a priori or their direct computation is too intensive, and they have thus to be estimated online from the observed signals. For batch optimization of an objective function being the sum of a data fidelity term and a penalization (e.g. a sparsity promoting function), Majorize-Minimize (MM) methods have recently attracted much interest since they are fast, highly flexible, and effective in ensuring convergence. The goal of this paper is to show how these methods can be successfully extended to the case when the data fidelity term corresponds to a least squares criterion and the cost function is replaced by a sequence of stochastic approximations of it. In this context, we propose an online version of an MM subspace algorithm and we study its convergence by using suitable probabilistic tools. Simulation results illustrate the good practical performance of the proposed algorithm associated with a memory gradient subspace, when applied to both non-adaptive and adaptive filter identification problems

    An affine combination of two LMS adaptive filters - Transient mean-square analysis

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    This paper studies the statistical behavior of an affine combination of the outputs of two LMS adaptive filters that simultaneously adapt using the same white Gaussian inputs. The purpose of the combination is to obtain an LMS adaptive filter with fast convergence and small steady-state mean-square deviation (MSD). The linear combination studied is a generalization of the convex combination, in which the combination factor λ(n)\lambda(n) is restricted to the interval (0,1)(0,1). The viewpoint is taken that each of the two filters produces dependent estimates of the unknown channel. Thus, there exists a sequence of optimal affine combining coefficients which minimizes the MSE. First, the optimal unrealizable affine combiner is studied and provides the best possible performance for this class. Then two new schemes are proposed for practical applications. The mean-square performances are analyzed and validated by Monte Carlo simulations. With proper design, the two practical schemes yield an overall MSD that is usually less than the MSD's of either filter

    Stochastic analysis of an error power ratio scheme applied to the affine combination of two LMS adaptive filters

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    The affine combination of two adaptive filters that simultaneously adapt on the same inputs has been actively investigated. In these structures, the filter outputs are linearly combined to yield a performance that is better than that of either filter. Various decision rules can be used to determine the time-varying parameter for combining the filter outputs. A recently proposed scheme based on the ratio of error powers of the two filters has been shown by simulation to achieve nearly optimum performance. The purpose of this paper is to present a first analysis of the statistical behavior of this error power scheme for white Gaussian inputs. Expressions are derived for the mean behavior of the combination parameter and for the adaptive weight mean-square deviation. Monte Carlo simulations show good to excellent agreement with the theoretical predictions
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