Least-squares adaptation of affine combinations of multiple adaptive filters

Adaptive combinations of adaptive filters are gaining popularity as a flexible and versatile solution to improve adaptive filters performance. In the recent years, combination schemes have focused on two different approaches: Convex and affine combinations, developing principally practical implementations with just two component filters. However, combinations of a higher number of adaptive filters can offer additional advantages, mainly in tracking environments. In this paper, we introduce a practical adaptation scheme for the affine combination of an arbitrary number of filters, including a steady-state analysis where the proposed rule is compared with the optimal combination. Several experiments both in tracking and stationary scenarios serve to demonstrate the appropriate performance of this approach.