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Stochastic analysis of an error power ratio scheme applied to the affine combination of two LMS adaptive filters

Bermudez, José Carlos M. and Bershad, Neil J. and Tourneret, Jean-Yves Stochastic analysis of an error power ratio scheme applied to the affine combination of two LMS adaptive filters. (2011) Signal Processing, vol. 91 (n° 11). pp. 2615-2622. ISSN 0165-1684

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Official URL: http://dx.doi.org/10.1016/j.sigpro.2011.05.017

Abstract

The affine combination of two adaptive filters that simultaneously adapt on the same inputs has been actively investigated. In these structures, the filter outputs are linearly combined to yield a performance that is better than that of either filter. Various decision rules can be used to determine the time-varying parameter for combining the filter outputs. A recently proposed scheme based on the ratio of error powers of the two filters has been shown by simulation to achieve nearly optimum performance. The purpose of this paper is to present a first analysis of the statistical behavior of this error power scheme for white Gaussian inputs. Expressions are derived for the mean behavior of the combination parameter and for the adaptive weight mean-square deviation. Monte Carlo simulations show good to excellent agreement with the theoretical predictions.

Item Type:Article
Additional Information:Thanks to Elsevier editor. The definitive version is available at http://dx.doi.org/10.1016/j.sigpro.2011.05.017
Audience (journal):International peer-reviewed journal
Uncontrolled Keywords:
Institution:French research institutions > Centre National des Etudes Spatiales - CNES
French research institutions > Centre National de la Recherche Scientifique - CNRS
Université de Toulouse > Ecole Nationale de l'Aviation Civile - ENAC
Université de Toulouse > Institut National Polytechnique de Toulouse - INPT
Université de Toulouse > Institut Supérieur de l'Aéronautique et de l'Espace - ISAE
Other partners > Rockwell Collins (FRANCE)
Other partners > Thales (FRANCE)
Other partners > Telecom ParisTech (FRANCE)
Other partners > University of California - UCIrvine (USA)
Other partners > Federal University of Santa Catarina - UFSC (BRAZIL)
Université de Toulouse > Université Paul Sabatier-Toulouse III - UPS
Université de Toulouse > Université de Toulouse II-Le Mirail - UTM
Université de Toulouse > Université de Toulouse I-Sciences Sociales - UT1
Other partners > Direction Générale de l’Aviation Civile - DGAC (FRANCE)
Laboratory name:
Statistics:download
Deposited By:Jean-yves TOURNERET

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