Title :
The performance surface in filtered nonlinear mean-square estimation
Author :
Costa, Márcio H. ; Bermudez, José Carlos M ; Bershad, Neil J.
Author_Institution :
Grupo de Engenharia Biomedica, Univ. Catolica de Pelotas, Brazil
fDate :
3/1/2003 12:00:00 AM
Abstract :
This brief investigates the properties of the performance surface for the problem of linearly constrained nonlinear mean-square estimation of a random sequence. The problem studied has direct application to the study of active noise control systems when the transducers are driven into nonlinear behavior. A deterministic expression is derived for the mean-square error (MSE) surface as a function of the nonlinearity parameter for Gaussian inputs. It is demonstrated that the surface is unimodal, and expressions are determined for the optimum weight vector and for the minimum MSE.
Keywords :
active noise control; adaptive filters; adaptive signal processing; filtering theory; mean square error methods; random sequences; active noise control systems; adaptive filters; adaptive signal processing; deterministic expression; filtered nonlinear mean-square estimation; linearly constrained methods; nonlinear behavior; nonlinearity parameter; optimum weight vector; performance surface; random sequence; unimodal surface; Active noise reduction; Adaptive algorithm; Adaptive control; Adaptive filters; Adaptive signal processing; Algorithm design and analysis; Control systems; Nonlinear control systems; Signal processing algorithms; Transducers;
Journal_Title :
Circuits and Systems I: Fundamental Theory and Applications, IEEE Transactions on
DOI :
10.1109/TCSI.2003.808845
