Title :
Comparison of convex combination and affine combination of adaptive filters
Author :
Erdogan, Alper T. ; Kozat, Suleyman S. ; Singer, Andrew C.
Author_Institution :
Koc Univ., Istanbul
Abstract :
In the area of combination of adaptive filters, two main approaches, namely convex and affine combinations have been introduced. In this article, the relation between these two approaches is investigated. First, the problem of obtaining optimal convex combination coefficients is formulated as the projection of the optimal affine combination weights to the unit simplex in a weighted inner product space. Based on this formulation the closed form expressions for optimal combination weights and target MSE levels are obtained for two and three branch cases.
Keywords :
adaptive filters; mean square error methods; adaptive filter; affine combination weight; mean square error method; optimal convex combination; Adaptive filters; Algorithm design and analysis; Closed-form solution; Contracts; Cost function; Data models; Engineering profession; Filtering algorithms; Lagrangian functions; Robustness; adaptive filtering; combination of adaptive filters; projection to unit simplex;
Conference_Titel :
Acoustics, Speech and Signal Processing, 2009. ICASSP 2009. IEEE International Conference on
Conference_Location :
Taipei
Print_ISBN :
978-1-4244-2353-8
Electronic_ISBN :
1520-6149
DOI :
10.1109/ICASSP.2009.4960277
