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  4. Tracking properties of a convex combination of two adaptive filters
 
conference paper

Tracking properties of a convex combination of two adaptive filters

Arenas-Garcia, J.
•
Figueiras-Vidal, A.R.
•
Sayed, Ali H.  
2005
IEEE/SP 13th Workshop on Statistical Signal Processing, 2005
Microwave Electronics: Measurements, Identification, Applications

Combination approaches provide a useful way to improve adaptive filter performance. In this paper, we study the tracking performance of an adaptive convex combination of two transversal filters. The individual filters are independently adapted using their own error signals, while the combination is adapted to minimize the error of the overall structure. We show the universality of the approach with respect to the component filters, i.e., that the overall filter is able to track changes at least as well as the best component filter. Using energy conservation arguments, we then specialize the results to a combination of two LMS filters

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Type
conference paper
DOI
10.1109/SSP.2005.1628574
Author(s)
Arenas-Garcia, J.
Figueiras-Vidal, A.R.
Sayed, Ali H.  
Date Issued

2005

Publisher

IEEE

Published in
IEEE/SP 13th Workshop on Statistical Signal Processing, 2005
Start page

109

End page

114

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
ASL  
Event nameEvent placeEvent date
Microwave Electronics: Measurements, Identification, Applications

Bordeaux, France

July 17-20, 2005

Available on Infoscience
December 19, 2017
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/143129
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