Chapter 4
Adaptive Filtering
4.1. Introduction
The classification of adaptive algorithms can follow various rules. Nonetheless, all recursive approaches can be written under the following generalized form:
where all the parameters combined in vector are updated using the function F(.). This function is specific for each particular algorithm and generally depends on a state vector (k). The parameter K (k) is a weighting coefficient. Its expression depends on the particular algorithm that is studied. In addition, K (k) may be used to respect a particular optimization criterion, to ensure the convergence of the algorithm, etc.
This chapter is dedicated to recursive algorithms which require no prior information. These algorithms are versatile: they adjust themselves according to the statistical analysis carried out on the observed signals.
For our purposes, an adaptive filter will be defined as a digital filter whose coefficients are updated over time according to the appropriate criteria. As shown in Figure 4.1, N (k) is the vector which concatenates the last N values, up to the instant ...
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