Quasi-Newton filtered-error and filtered-regressor algorithms for adaptive equalization and deconvolution

In equalization and deconvolution tasks, the correlated nature of the input signal slows the convergence speeds of stochastic gradient adaptive filters. In this paper, we present two simple algorithms that employ the equalizer as a prewhitening filter to effectively and iteratively decorrelate the input signal within the gradient updates. These algorithms provide quasi-Newton convergence locally about the optimum coefficient solution for deconvolution and equalization tasks. Simulations indicate that the algorithms have excellent adaptation properties both for supervised and unsupervised (blind) adaptation criteria.

[1]  P. Kumar,et al.  Theory and practice of recursive identification , 1985, IEEE Transactions on Automatic Control.

[2]  C. Richard Johnson,et al.  A comparison of two quantized state adaptive algorithms , 1989, IEEE Trans. Acoust. Speech Signal Process..

[3]  T. Kailath,et al.  Numerically stable fast transversal filters for recursive least squares adaptive filtering , 1991, IEEE Trans. Signal Process..

[4]  Mamadou Mboup,et al.  Coupled adaptive prediction and system identification: a statistical model and transient analysis , 1992, [Proceedings] ICASSP-92: 1992 IEEE International Conference on Acoustics, Speech, and Signal Processing.

[5]  Mamadou Mboup,et al.  LMS coupled adaptive prediction and system identification: a statistical model and transient mean analysis , 1994, IEEE Trans. Signal Process..

[6]  Andrzej Cichocki,et al.  A New Learning Algorithm for Blind Signal Separation , 1995, NIPS.

[7]  S. Amari,et al.  Fast-convergence filtered regressor algorithms for blind equalisation , 1996 .

[8]  Jean-François Cardoso,et al.  Equivariant adaptive source separation , 1996, IEEE Trans. Signal Process..

[9]  Eric A. Wan,et al.  Adjoint LMS: an efficient alternative to the filtered-x LMS and multiple error LMS algorithms , 1996, 1996 IEEE International Conference on Acoustics, Speech, and Signal Processing Conference Proceedings.

[10]  Andrzej Cichocki,et al.  Self-whitening algorithms for adaptive equalization and deconvolution , 1999, IEEE Trans. Signal Process..