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CombinedAdaptiveFilterwithLMS-BasedAlgorithms
BoˇzoKrstaji´c,LJubiˇsaStankovi´c,andZdravkoUskokovi´
Abstract:Acombinedadaptivefilterisproposed。ItconsistsofparallelLMS-basedadaptiveFIR
filtersandanalgorithmforchoosingthebetteramongthem.Asacriterionforcomparisonofthe
consideredalgorithmsintheproposedfilter,wetaketheratiobetweenbiasandvarianceofthe
weightincoefficients。Simulationsresultsconfirmtheadvantagesoftheproposedadaptive
filter。
Keywords:Adaptivefilter,LMSalgorithm,Combinedalgorithm,Biasandvariancetrade—off
1.Introduction
Adaptivefiltershavebeenappliedinsignalprocessinandcontrol,aswellasinmanypractical
problems,[1,2].Performanceofanadaptivefilterdependsmainlyonthealgorithmusedfor
updatinthefilterweightincoefficients.Themostcommonlyusedadaptivesystemsarethose
basedontheLeastMeanSquare(LMS)adaptivealgorithmanditsmodifications(LMS-based
algorithms).
TheLMSissimpleforimplementationandrobustinanumberofapplications[1–3]。However,
sinceitdoesnotalwaysconvergeinanacceptablemanner,therehavebeenmanyattemptsto
improveitsperformancebytheappropriatemodifications:signalgorithm(SA)[8],geometric
meanLMS(GLMS)[5],variablestep-sizeLMS(VSLMS)[6,7]。
EachoftheLMS—basedalgorithmshasatleastoneparameterthatshouldbedefinedpriortothe
adaptationprocedure(stepforLMSandSA;stepandsmoothingcoefficientsforGLMS;various
parametersaffectingthestepforVSLMS).Theseparameterscruciallyinfluencethefilteroutput
duringtwoadaptationphases:transientandsteadystate。Choiceoftheseparametersismostly
basedonsomekindoftrade-offbetweenthequalityofalgorithmperformanceinthementioned
adaptationphases.
WeproposeapossibleapproachfortheLMS-basedadaptivefilte
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