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

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 $\lambda(n)$ is restricted to the interval $(0,1)$. 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

Combinations of adaptive filters

Adaptive filters are at the core of many signal processing applications, ranging from acoustic noise supression to echo cancelation [1], array beamforming [2], channel equalization [3], to more recent sensor network applications in surveillance, target localization, and tracking. A trending approach in this direction is to recur to in-network distributed processing in which individual nodes implement adaptation rules and diffuse their estimation to the network [4], [5].The work of Jerónimo Arenas-García and Luis Azpicueta-Ruiz was partially supported by the Spanish Ministry of Economy and Competitiveness (under projects TEC2011-22480 and PRI-PIBIN-2011-1266. The work of Magno M.T. Silva was partially supported by CNPq under Grant 304275/2014-0 and by FAPESP under Grant 2012/24835-1. The work of Vítor H. Nascimento was partially supported by CNPq under grant 306268/2014-0 and FAPESP under grant 2014/04256-2. The work of Ali Sayed was supported in part by NSF grants CCF-1011918 and ECCS-1407712. We are grateful to the colleagues with whom we have shared discussions and coauthorship of papers along this research line, especially Prof. Aníbal R. Figueiras-Vidal