Title :
Modified filtered-reference / filtered-error LMS algorithm: Algorithm and stochastic model
Author :
Lopez, Juan R. V. ; Tobias, Orlando J. ; Seara, Rui
Author_Institution :
Dept. of Electr. Eng., Fed. Univ. of Santa Catarina, Florianópolis, Brazil
Abstract :
This paper proposes a modified filtered-reference / filtered-error least-mean-square (MFxFeLMS) algorithm. In addition, a stochastic model for the first and second moments of the MFxFeLMS is derived. The proposed model is obtained without invoking the classic Independence Theory (IT), allowing for slow adaptation and Gaussian input signals. Numerical simulations confirm the very good agreement between the results obtained by the Monte Carlo (MC) method and from the proposed model for both white and colored Gaussian inputs.
Keywords :
Gaussian processes; Monte Carlo methods; adaptive filters; least mean squares methods; Gaussian input signals; IT; MC method; MFxFeLMS algorithm; Monte Carlo method; adaptation input signals; adaptive filters; colored Gaussian inputs; first moments; independence theory; modified filtered-reference-filtered-error LMS algorithm; numerical simulations; second moments; stochastic model; white Gaussian inputs; Abstracts; Adaptation models; Analytical models; Filtering algorithms; Frequency locked loops; Least squares approximations; Vectors;
Conference_Titel :
Signal Processing Conference, 2009 17th European
Conference_Location :
Glasgow
Print_ISBN :
978-161-7388-76-7