Title :
An affine combination of two LMS adaptive filters - statistical analysis of an error power ratio scheme
Author :
Bershad, N.J. ; Bermudez, J.C.M. ; Tourneret, J.-Y.
Author_Institution :
Dept. of Elec. Eng. & Comp. Sci., Univ. of California Irvine, Irvine, CA, USA
Abstract :
A recent paper studied the statistical behavior of an affine combination of two LMS adaptive filters that simultaneously adapt on the same inputs. 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 combining parameter ¿(n). A scheme based on the ratio of error powers of the two filters was proposed in. Monte Carlo simulations demonstrated nearly optimum performance for this scheme. The purpose of this paper is to analyze the statistical behavior of such error power scheme. Expressions are derived for the mean behavior of ¿(n) and for the weight mean-square deviation. Monte Carlo simulations show excellent agreement with the theoretical predictions.
Keywords :
Monte Carlo methods; adaptive filters; least mean squares methods; statistical analysis; LMS adaptive filters; Monte Carlo simulations; affine combination; decision rules; error power ratio scheme; statistical analysis; time-varying combining parameter; weight mean-square deviation; Adaptive algorithm; Adaptive filters; Algorithm design and analysis; Analytical models; Convergence; Diversity reception; Least squares approximation; Statistical analysis; Steady-state; Stochastic processes;
Conference_Titel :
Signals, Systems and Computers, 2009 Conference Record of the Forty-Third Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
978-1-4244-5825-7
DOI :
10.1109/ACSSC.2009.5470002
