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Combined Adaptive Filter with LMS-Based Algorithms
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Abstract: A combined adaptive ?lter is proposed. It consists of parallel LMS-based adaptive FIR ?lters and an algorithm for choosing the better among them. As a criterion for comparison of the considered algorithms in the proposed ?lter, we take the ratio between bias and variance of the weighting coef?cients. Simulations results con?rm the advantages of the proposed adaptive ?lter.
Keywords: Adaptive ?lter, LMS algorithm, Combined algorithm,Bias and variance trade-off
1.Introduction
Adaptive ?lters have been applied in signal processing and control, as well as in many practical problems, [1, 2]. Performance of an adaptive ?lter depends mainly on the algorithm used for updating the ?lter weighting coef?cients. The most commonly used adaptive systems are those based on the Least Mean Square (LMS) adaptive algorithm and its modi?cations (LMS-based algorithms).
The LMS is simple for implementation and robust in a number of applications [1–3]. However, since it does not always converge in an acceptable manner, there have been many attempts to improve its performance by the appropriate modi?cations: sign algorithm (SA) [8], geometric mean LMS (GLMS) [5], variable step-size LMS(VS LMS) [6, 7].
Each of the LMS-based algorithms has at least one parameter that should be de?ned prior to the adaptation procedure (step for LMS and SA; step and smoothing coef?cients for GLMS; various parameters affecting the step for VS LMS). These parameters crucially in?uence the ?lter output during two adaptation phases:transient and steady state. Choice of these parameters is mostly based on some kind of trade-off between the quality of algorithm performance in the mentioned adaptation phases.
We propose a possible approach for the LMS-based adaptive ?lter performance improvement. Namely, we make a combination of several LMS-based FIR ?lters with different parameters, and provide the criterion for choosing the most suitable algorithm for d
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