Presentation | 2008-04-17 A Study on Adaptive Recursive Filter Based on Lagrange-White's Algorithm Masaki KOBAYASHI, Chi WANG, |
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Abstract(in Japanese) | (See Japanese page) |
Abstract(in English) | In this paper, we propose a new adaptive recursive filter that has innovated the Lagrange multiplier method into the adaptive White's algorithm. The adaptive White's algorithm is known as a typical algorithm of the adaptive recursive filter in which the cost function is the output error. This algorithm is a recursive algorithm in which the gradient concerning the tap coefficient of the cost function is calculated almost accurately. However, this adaptive recursive filter has the problem that the plural local minimums exist even if the degree of the adaptive filter is greater than the degree of unknown system (exact model) and the input signal is a white signal. The purpose of this paper is to give a solution of this problem. The adaptive algorithm that minimizes the mean square value of the output error under the condition of the equality of the output power of the adaptive filter and the unknown system can converge to the optimum value when the Lagrange multiplier is zero. It is also verified that the local minimum can be avoided by the numerical simulation compared with the White's algorithm. In addition, the influence of the near end noise is considered. |
Keyword(in Japanese) | (See Japanese page) |
Keyword(in English) | Local Minimum / Convergence Value / Lagrange Multiplier / Output Error / Adaptive Recursive Filter |
Paper # | SIP2008-12,IE2008-12 |
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Committee | SIP |
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Conference Date | 2008/4/10(1days) |
Place (in Japanese) | (See Japanese page) |
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Topics (in Japanese) | (See Japanese page) |
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Paper Information | |
Registration To | Signal Processing (SIP) |
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Language | JPN |
Title (in Japanese) | (See Japanese page) |
Sub Title (in Japanese) | (See Japanese page) |
Title (in English) | A Study on Adaptive Recursive Filter Based on Lagrange-White's Algorithm |
Sub Title (in English) | |
Keyword(1) | Local Minimum |
Keyword(2) | Convergence Value |
Keyword(3) | Lagrange Multiplier |
Keyword(4) | Output Error |
Keyword(5) | Adaptive Recursive Filter |
1st Author's Name | Masaki KOBAYASHI |
1st Author's Affiliation | Faculty of Engineering, Chubu University() |
2nd Author's Name | Chi WANG |
2nd Author's Affiliation | Faculty of Engineering, Chubu University |
Date | 2008-04-17 |
Paper # | SIP2008-12,IE2008-12 |
Volume (vol) | vol.108 |
Number (no) | 3 |
Page | pp.pp.- |
#Pages | 6 |
Date of Issue |