Two are Better Than One: Adaptive Sparse System Identification using Affine Combination of Two Sparse Adaptive Filters (1311.1312v1)

Abstract: Sparse system identification problems often exist in many applications, such as echo interference cancellation, sparse channel estimation, and adaptive beamforming. One of popular adaptive sparse system identification (ASSI) methods is adopting only one sparse least mean square (LMS) filter. However, the adoption of only one sparse LMS filter cannot simultaneously achieve fast convergence speed and small steady-state mean state deviation (MSD). Unlike the conventional method, we propose an improved ASSI method using affine combination of two sparse LMS filters to simultaneously achieving fast convergence and low steady-state MSD. First, problem formulation and standard affine combination of LMS filters are introduced. Then an approximate optimum affine combiner is adopted for the proposed filter according to stochastic gradient search method. Later, to verify the proposed filter for ASSI, computer simulations are provided to confirm effectiveness of the proposed filter which can achieve better estimation performance than the conventional one and standard affine combination of LMS filters.