1,596 research outputs found
The NLMS algorithm with time-variant optimum stepsize derived from a Bayesian network perspective
In this article, we derive a new stepsize adaptation for the normalized least
mean square algorithm (NLMS) by describing the task of linear acoustic echo
cancellation from a Bayesian network perspective. Similar to the well-known
Kalman filter equations, we model the acoustic wave propagation from the
loudspeaker to the microphone by a latent state vector and define a linear
observation equation (to model the relation between the state vector and the
observation) as well as a linear process equation (to model the temporal
progress of the state vector). Based on additional assumptions on the
statistics of the random variables in observation and process equation, we
apply the expectation-maximization (EM) algorithm to derive an NLMS-like filter
adaptation. By exploiting the conditional independence rules for Bayesian
networks, we reveal that the resulting EM-NLMS algorithm has a stepsize update
equivalent to the optimal-stepsize calculation proposed by Yamamoto and
Kitayama in 1982, which has been adopted in many textbooks. As main difference,
the instantaneous stepsize value is estimated in the M step of the EM algorithm
(instead of being approximated by artificially extending the acoustic echo
path). The EM-NLMS algorithm is experimentally verified for synthesized
scenarios with both, white noise and male speech as input signal.Comment: 4 pages, 1 page of reference
Underdetermined-order recursive least-squares adaptive filtering: The concept and algorithms
Published versio
Time-varying signal processing using multi-wavelet basis functions and a modified block least mean square algorithm
This paper introduces a novel parametric modeling and identification method for linear time-varying systems using a modified block least mean square (LMS) approach where the time-varying parameters are approximated using multi-wavelet basis functions. This approach can be used to track rapidly or even sharply varying processes and is more suitable for recursive estimation of process parameters by combining wavelet approximation theory with a modified block LMS algorithm. Numerical examples are provided to show the effectiveness of the proposed method for dealing with severely nonstatinoary processes
Forecasting Time Series with VARMA Recursions on Graphs
Graph-based techniques emerged as a choice to deal with the dimensionality
issues in modeling multivariate time series. However, there is yet no complete
understanding of how the underlying structure could be exploited to ease this
task. This work provides contributions in this direction by considering the
forecasting of a process evolving over a graph. We make use of the
(approximate) time-vertex stationarity assumption, i.e., timevarying graph
signals whose first and second order statistical moments are invariant over
time and correlated to a known graph topology. The latter is combined with VAR
and VARMA models to tackle the dimensionality issues present in predicting the
temporal evolution of multivariate time series. We find out that by projecting
the data to the graph spectral domain: (i) the multivariate model estimation
reduces to that of fitting a number of uncorrelated univariate ARMA models and
(ii) an optimal low-rank data representation can be exploited so as to further
reduce the estimation costs. In the case that the multivariate process can be
observed at a subset of nodes, the proposed models extend naturally to Kalman
filtering on graphs allowing for optimal tracking. Numerical experiments with
both synthetic and real data validate the proposed approach and highlight its
benefits over state-of-the-art alternatives.Comment: submitted to the IEEE Transactions on Signal Processin
Efficient fetal-maternal ECG signal separation from two channel maternal abdominal ECG via diffusion-based channel selection
There is a need for affordable, widely deployable maternal-fetal ECG monitors
to improve maternal and fetal health during pregnancy and delivery. Based on
the diffusion-based channel selection, here we present the mathematical
formalism and clinical validation of an algorithm capable of accurate
separation of maternal and fetal ECG from a two channel signal acquired over
maternal abdomen
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