Title :
A block-based approach to adaptively bias the weights of adaptive filters
Author :
Azpicueta-Ruiz, Luis A. ; Lázaro-Gredilla, Miguel ; Figueiras-Vidal, Aníbal R. ; Arenas-García, Jerónimo
Author_Institution :
Dept. Signal Theor. & Commun., Univ. Carlos III de Madrid, Leganés, Spain
Abstract :
Adaptive filters are crucial in many signal processing applications. Recently, a simple configuration was presented to introduce a bias in the estimation of adaptive filters using a multiplicative factor, showing important gains in terms of mean square error with respect to standard adaptive filter operation, mainly for low signal to noise ratios. In this paper, we modify that scheme to obtain further advantages by splitting the adaptive filter coefficients into non-overlapping blocks, and employing a different multiplicative factor for the coefficients in each block. In this way, bias vs variance compromise is managed independently in each block, allowing an enhancement if the energy of the unknown system is non-uniformly distributed. In order to give some insight on the behavior of the scheme, a theoretical analysis of the optimal scaling factors is developed. In addition, several sets of experiments are included to widely study the new scheme performance.
Keywords :
adaptive filters; mean square error methods; adaptive filter; biased estimation; block-based approach; mean square error; multiplicative factor; nonoverlapping block; optimal scaling factor; signal processing; signal-to-noise ratio; Estimation; Gain; Indexes; Proposals; Signal to noise ratio; Steady-state; Adaptive filters; biased estimation; combination of filters; sparse system identification;
Conference_Titel :
Machine Learning for Signal Processing (MLSP), 2011 IEEE International Workshop on
Conference_Location :
Santander
Print_ISBN :
978-1-4577-1621-8
Electronic_ISBN :
1551-2541
DOI :
10.1109/MLSP.2011.6064609