A Combined Fast Adaptive Filter Algorithm with an Automatic Switching Method

Youhua WANG  Kenji NAKAYAMA  

Publication
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences   Vol.E77-A   No.1   pp.247-256
Publication Date: 1994/01/25
Online ISSN: 
DOI: 
Print ISSN: 0916-8508
Type of Manuscript: PAPER
Category: Adaptive Signal Processing
Keyword: 
adaptive filters,  fast RLS,  normalized LMS,  tracking speed,  stability,  

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Summary: 
This paper proposes a new combined fast algorithm for transversal adaptive filters. The fast transversal filter (FTF) algorithm and the normalized LMS (NLMS) are combined in the following way. In the initialization period, the FTF is used to obtain fast convergence. After converging, the algorithm is switched to the NLMS algorithm because the FTF cannot be used for a long time due to its numerical instability. Nonstationary environment, that is, time varying unknown system for instance, is classified into three categories: slow time varying, fast time varying and sudden time varying systems. The NLMS algorithm is applied to the first situation. In the latter two cases, however, the NLMS algorithm cannot provide a good performance. So, the FTF algorithm is selected. Switching between the two algorithms is automatically controlled by using the difference of the MSE sequence. If the difference exceeds a threshold, then the FTF is selected. Other wise, the NLMS is selected. Compared with the RLS algorithm, the proposed combined algorithm needs less computation, while maintaining the same performance. Furthermore, compared with the FTF algorithm, it provides numerically stable operation.