A performance-weighted mixture of LMS filters

In this paper, we explore the use of a particular multistage adaptation algorithm for a variety of adaptive filtering applications where the structure of the underlying process to be estimated is unknown. The proposed algorithm uses a performance-weighted mixture of LMS filters of various orders to construct its final output. The algorithm is analyzed in a stochastic context with respect to its convergence and mean-square error (MSE) behaviors and is shown to achieve the best MSE performance of the constituent algorithms in the mixture. Through simulations, it has been observed that the mixture structure can offer considerable performance improvement for both stationary and time varying observation sequences.

• Type: Journal
• Year: 2009
• Where: ICASSP
• Authors: Suleyman Serdar Kozat, Andrew C. Singer
• Keywords: Adaptive Filtering Applications, Algorithms, ICASSP 2009, Multistage Adaptation Algorithm, Signal Processing