Title :
A dual form adaptive filter
Author :
Fertig, Louis B. ; McClellan, James H.
Author_Institution :
Syst. Eng. Lab., Georgia Tech. Res. Inst., Atlanta, GA, USA
Abstract :
A structure for adaptive arrays (or filters) is proposed and analyzed. It is based on a dual solution of the constrained Wiener filtering problem that arises in broadband linearly constrained adaptive arrays. The primary advantage of the dual solution is that the update equations of the adaptive algorithm involve the Lagrange multipliers of the constrained optimization problem. Hence, the dimension of the updated vector is equal to the number of constraints, which is usually much less than the number of weights. The dual algorithm is shown to converge in the mean, and expressions are derived which quantify misadjustment. Computer simulations are presented to illustrate these analytical results
Keywords :
adaptive filters; convergence of numerical methods; filtering and prediction theory; least squares approximations; signal processing; Lagrange multipliers; adaptive algorithm; array processing; broadband linearly constrained adaptive arrays; computer simulation; constrained LMS algorithm; constrained Wiener filtering problem; constrained optimization problem; dual form adaptive filter; dual solution; misadjustment; Adaptive algorithm; Adaptive arrays; Adaptive filters; Array signal processing; Computer simulation; Constraint optimization; Equations; Lagrangian functions; Least squares approximation; Resonance light scattering; Signal processing algorithms; Vectors; Wiener filter;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1990. ICASSP-90., 1990 International Conference on
Conference_Location :
Albuquerque, NM
DOI :
10.1109/ICASSP.1990.115663