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Split Wiener filtering with application in adaptive systems

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3 Author(s)
Resende, L.S. ; Electr. Eng. Dept., Fed. Univ. of Santa Catarina, Florianopolis-SC, Brazil ; Romano, J.M.T. ; Bellanger, M.G.

This paper proposes a new structure for split transversal filtering and introduces the optimum split Wiener filter. The approach consists of combining the idea of split filtering with a linearly constrained optimization scheme. Furthermore, a continued split procedure, which leads to a multisplit filter structure, is considered. It is shown that the multisplit transform is not an input whitening transformation. Instead, it increases the diagonalization factor of the input signal correlation matrix without affecting its eigenvalue spread. A power normalized, time-varying step-size least mean square (LMS) algorithm, which exploits the nature of the transformed input correlation matrix, is proposed for updating the adaptive filter coefficients. The multisplit approach is extended to linear-phase adaptive filtering and linear prediction. The optimum symmetric and antisymmetric linear-phase Wiener filters are presented. Simulation results enable us to evaluate the performance of the multisplit LMS algorithm.

Published in:

Signal Processing, IEEE Transactions on  (Volume:52 ,  Issue: 3 )