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Comparison of convex combination and affine combination of adaptive filters

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

11 Scopus citations

Abstract

In the area of combination of adaptive filters, two main approaches, namely convex and affine combinations have been introduced. In this article, the relation between these two approaches is investigated. First, the problem of obtaining optimal convex combination coefficients is formulated as the projection of the optimal affine combination weights to the unit simplex in a weighted inner product space. Based on this formulation the closed form expressions for optimal combination weights and target MSE levels are obtained for two and three branch cases.

Original languageEnglish
Title of host publication2009 IEEE International Conference on Acoustics, Speech, and Signal Processing - Proceedings, ICASSP 2009
Pages3089-3092
Number of pages4
DOIs
StatePublished - 2009
Event2009 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2009 - Taipei, Taiwan, Province of China
Duration: Apr 19 2009Apr 24 2009

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Conference

Conference2009 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2009
Country/TerritoryTaiwan, Province of China
CityTaipei
Period04/19/0904/24/09

Keywords

  • Adaptive filtering
  • Combination of adaptive filters
  • Projection to unit simplex

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