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An Affine Combination of Two LMS Adaptive Filters—Transient Mean-Square Analysis

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3 Author(s)
Bershad, N.J. ; Univ. of California Irvine, Newport Beach ; Bermudez, J.C.M. ; Tourneret, J.-Y.

This paper studies the statistical behavior of an affine combination of the outputs of two least mean-square (LMS) adaptive filters that simultaneously adapt using the same white Gaussian inputs. The purpose of the combination is to obtain an LMS adaptive filter with fast convergence and small steady-state mean-square deviation (MSD). The linear combination studied is a generalization of the convex combination, in which the combination factor lambda(n) is restricted to the interval (0,1). The viewpoint is taken that each of the two filters produces dependent estimates of the unknown channel. Thus, there exists a sequence of optimal affine combining coefficients which minimizes the mean-square error (MSE). First, the optimal unrealizable affine combiner is studied and provides the best possible performance for this class. Then two new schemes are proposed for practical applications. The mean-square performances are analyzed and validated by Monte Carlo simulations. With proper design, the two practical schemes yield an overall MSD that is usually less than the MSDs of either filter.

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Signal Processing, IEEE Transactions on  (Volume:56 ,  Issue: 5 )