Applications of a combination of two adaptive filters精品.pdf

Provisional chapter Applications of a Combination of Two Adaptive Filters Tõnu Trump Additional information is available at the end of the chapter /10.5772/50451 1. Introduction Designing a Least Mean Square (LMS) family adaptive algorithm includes solving the well- known trade-off between the initial convergence speed and the mean-square error in steady state according to the requirements of the application at hands. The trade-off is controlled by the step-size parameter of the algorithm. Large step size leads to a fast initial conver‐ gence but the algorithm also exhibits a large mean-square error in the steady state and in contrary, small step size slows down the convergence but results in a small steady state er‐ ror [9,17]. In several applications it is, however, eligible to have both and hence it would be very desirable to be able to design algorithms that can overcome the named trade-off. Variable step size adaptive schemes offer a potential solution allowing to achieve both fast initial convergence and low steady state misadjustment [1, 8, 12, 15, 18]. How successful these schemes are depends on how well the algorithm is able to estimate the distance of the adaptive filter weights from the optimal solution. The variable step size algorithms use dif‐ ferent criteria for calculating the proper step size at any given time instance. For example the algorithm proposed in [15] changes the time-varying convergence parameters in such a way that the change is proportional to the negative of gradient of the squared estimation error with respect to the convergence parameter. Squared instantaneous errors have been used in [12] and the squared autocorrelation of errors at adjacent time instances in [1] to modify the step size. In reference [18] the norm of projected weight error vector is used as a criterion to determine how close the ada