Complex Proportionate-Type Normalized Least Mean Square Algorithms

Abstract

A complex proportionate-type normalized least mean square algorithm is derived by minimizing the second norm of the weighted difference between the current estimate of the impulse response and the estimate at the next time step under the constraint that the adaptive filter a posteriori output is equal to the measured output. The weighting function is assumed positive but otherwise arbitrary and it is directly related to the update gains. No assumptions regarding the input signal are made during the derivation. Different weights (i.e., gains) are used for real and imaginary parts of the estimated impulse response. After additional assumptions special cases of the algorithm are obtained: the algorithm with one gain per impulse response coefficient and the algorithm with lower computational complexity. The learning curves of the algorithms are compared for several standard gain assignment laws for white and colored input. It was demonstrated that, in general, the algorithms with separate gains for real and imaginary parts have faster convergence.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 2012
Accession Number
ADA575090

Entities

People

  • Kevin Wagner
  • Milos I. Doroslovacki

Organizations

  • United States Naval Research Laboratory

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Adaptive Filters
  • Algorithms
  • Coefficients
  • Computational Complexity
  • Convergence
  • Engineering
  • Filters
  • Information Operations
  • Learning
  • Linear Systems
  • Mathematics
  • Military Research
  • Signal Processing
  • Simulations
  • Stationary Processes

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Approximation Theory.