Adaptive volterra filters using orthogonal structures

Journal ArticleAbstract-This paper presents an adaptive Volterra filter that empolys a recently developed orthogonalization procedure of Gaussian signals for Volterra system identification. The algorithm is capable of handling arbitrary orders of nonlinearity P as well as arbitrary lengths of memory N for the system model. The adaptive filter consists of a linear lattice predictor of order N, a set of GramSchmidt orthogonalizers for N vectors of size P+1 elements each, and a joint process estimator in which each coefficient is adapted individually. The complexity of implementing this adaptive filter is comparable to the complexity of the system model when N is much larger than P, a condition that is true in many practical situations. Experimental results demonstrating the capabilities of the algorithm are also presented in the paper

Adaptive volterra filters using orthogonal structures

Journal ArticleAbstract- This paper presents an adaptive Volterra filter that employs a recently developed orthogonalization procedure of Gaussian signals for Volterra system identification. The algorithm is capable of handling arbitrary orders of nonlinearity P as well as arbitrary lengths of memory N for the system model. The adaptive filter consists of a linear lattice predictor or order N, a set of Gram-Schmidt orthogonalizers for N vectors of size P + 1 elements each, and a joint process estimator in which each coefficient is adaptive individually. The complexity of implementing this adaptive filter is comparable to the complexity of the system model when N is much larger than P, a condition that is true in many practical situations. Experimental results demonstrating the capabilities of the algorithm are also presented in the paper

Lattice algorithms for recursive least squares adaptive second-order volterra filtering

Journal ArticleThis paper presents two computationally efficient recursive least-square (RLS) lattice algorithms for adaptive nonlinear filtering based on a truncated second-order Volterra system model. The lattice formulation transforms the nonlinear filtering problem into an equivalent multichannel, linear filtering problem and then generalizes the lattice solution to the nonlinear filtering problem. One of the algorithms is a direct extension of the conventional RLS lattice adaptive linear filtering algorithm to the nonlinear case. The other algorithms is based on the QR decomposition of the prediction error covariance matrices using orthogonal transformations. Several experiments demonstrating and comparing the properties of the two algorithms in finite and "infinite" precision environments are included in the paper. The results indicate that both the algorithms retain the fast convergence behavior of the RLS Volterra filters and are numerically stable

Adaptive polynomial filters

Journal ArticleWhile linear filter are useful in a large number of applications and relatively simple from conceptual and implementational view points. there are many practical situations that require nonlinear processing of the signals involved. This article explains adaptive nonlinear filters equipped with polynomial models of nonlinearity. The polynomial systems considered are those nonlinear systems whose output signals can be related to the input signals through a truncated Volterra series expansion, or a recursive nonlinear difference equation. The Volterra series expansion can model a large class of nonlinear systems and is attractive in filtering applications because the expansion is a linear combination of nonlinear functions of the input signal. The basic ideas behind the development of gradient and recursive least-squares adaptive Volterra filters are first discussed. followed by adaptive algorithms using system models involving recursive nonlinear difference equations. Such systems are attractive because they may be able to approximate many nonlinear systems with great parsimony in the use pf coefficients. Also discussed are current research trends and new results and problem areas associated with these nonlinear filters. A lattice structure for polynomial models is also described

Transform domain adaptive Volterra filter algorithm based onconstrained optimization

In this paper, a transform domain normalised partially decoupled LMS (TP-LMS) algorithm is proposed based on the partially decoupled transform domain Volterra filter. It is formulated by applying an orthogonal transform to the first order of the partially decoupled Volterra filter, in which the filter weights of a given order are optimised independently of those in the higher order. This approach results in solving the minimum mean square error (MSE) filtering problem as a series of constrained optimisation problems and the modular structure order by order. Simulation of a system identification application indicates TP-LMS algorithms provide a trade-off between convergence speed and computational complexity.published_or_final_versio

Lattice and QR decomposition-based algorithms for recursive least squares adaptive nonlinear filters

Journal ArticleThis paper presents a lattice structure for adaptive Volterra systems. The stucture is applicable to arbitrary planes of support of the Volterra kernels. A fast least squares lattice and a fast QR-lattice adaptive nonlinear filtering algorithms based on the lattice structure are also presented. These algorithms share the fast convergence property of fast least squares transversal Volterra filters; however, unlike the transversal filters they do not suffer from numerical instability

Lattice and QR decomposition-based algorithms for recursive least squares adaptive nonlinear filters

Journal ArticleThis paper presents a lattice structure for adaptive Volterra systems. The stucture is applicable to arbitrary planes of support of the Volterra kernels. A fast least squares lattice and a fast QR-lattice adaptive nonlinear filtering algorithms based on the lattice structure are also presented. These algorithms share the fast convergence property of fast least squares transversal Volterra filters; however, unlike the transversal filters they do not suffer from numerical instability

Volterra and general polynomial related filtering

Journal ArticleThis paper presents a review of polynomial filtering and, in particular, of tlie truncated Volterra filters. Following the introduction of the general properties of such filters, issues such as eficieiit realizations, design, adaptive algoritlims and stability are discussed