Comparison of convex combination and affine combination of adaptive filters

Authors:
Alper T. Erdogan;Suleyman S. Kozat;Andrew C. Singer
Affiliations:
Koc University, Istanbul, Turkey;Koc University, Istanbul, Turkey;University of Illinois at Urbana-Champaign, USA
Venue:
ICASSP '09 Proceedings of the 2009 IEEE International Conference on Acoustics, Speech and Signal Processing
Year:
2009

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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.