scholarly journals A Stochastic Total Least Squares Solution of Adaptive Filtering Problem

2014 ◽  
Vol 2014 ◽  
pp. 1-6 ◽  
Author(s):  
Shazia Javed ◽  
Noor Atinah Ahmad
Keyword(s):  
Least Squares ◽  
Adaptive Filtering ◽  
Optimal Solution ◽  
Total Least Squares ◽  
Mean Square ◽  
Least Mean Square ◽  
Least Squares Solution ◽  
Input And Output ◽  
Unknown System ◽  
Filtering Problem

An efficient and computationally linear algorithm is derived for total least squares solution of adaptive filtering problem, when both input and output signals are contaminated by noise. The proposed total least mean squares (TLMS) algorithm is designed by recursively computing an optimal solution of adaptive TLS problem by minimizing instantaneous value of weighted cost function. Convergence analysis of the algorithm is given to show the global convergence of the proposed algorithm, provided that the stepsize parameter is appropriately chosen. The TLMS algorithm is computationally simpler than the other TLS algorithms and demonstrates a better performance as compared with the least mean square (LMS) and normalized least mean square (NLMS) algorithms. It provides minimum mean square deviation by exhibiting better convergence in misalignment for unknown system identification under noisy inputs.

scholarly journals Modifying Cadzow's algorithm to generate the optimal TLS-solution for the structured EIV-Model of a similarity transformation

2012 ◽  
Vol 2 (2) ◽  
pp. 98-106 ◽  
Author(s):  
B. Schaffrin ◽  
F. Neitzel ◽  
S. Uzun ◽  
V. Mahboub
Keyword(s):  
Least Squares ◽  
Similarity Transformation ◽  
Optimal Solution ◽  
Total Least Squares ◽  
Errors In Variables ◽  
Parameter Adjustment ◽  
Structured Errors

Modifying Cadzow's algorithm to generate the optimal TLS-solution for the structured EIV-Model of a similarity transformationIn 2005, Felus and Schaffrin discussed the problem of a Structured Errors-in-Variables (EIV) Model in the context of a parameter adjustment for a classical similarity transformation. Their proposal, however, to perform a Total Least-Squares (TLS) adjustment, followed by a Cadzow step to imprint the proper structure, would not always guarantee the identity of this solution with the optimal Structured TLS solution, particularly in view of the residuals. Here, an attempt will be made to modify the Cadzow step in order to generate the optimal solution with the desired structure as it would, for instance, also result from a traditional LS-adjustment within an iteratively linearized Gauss-Helmert Model (GHM). Incidentally, this solution coincides with the (properly) Weighted TLS solution which does not need a Cadzow step.

Implementation of Adaptive Noise Canceller System for Audio-Related Applications

2013 ◽  
Vol 3 (4) ◽  
pp. 51-67
Author(s):  
Swati S. Godbole ◽  
Sanjay B. Pokle
Keyword(s):  
Adaptive Filtering ◽  
Noise Cancellation ◽  
Mean Square ◽  
Least Mean Square ◽  
Adaptive Noise Cancellation ◽  
Noise Component ◽  
Wide Range ◽  
Adaptive Noise ◽  
Adaptive Noise Canceller ◽  
Filtering Techniques

This paper describes the performance of Adaptive Noise Cancellation system. Basic concept of adaptive noise canceller is to process signals from two input sources and to reduce the level of undesired noise with adaptive filtering techniques. Adaptive filtering techniques play vital role in wide range of applications. An implementation of adaptive noise cancellation system is used to remove undesired noise from a received signal for various audio related applications that has been developed and implemented by MATLAB. The dual channel adaptive noise cancellation system uses an adaptive filter with least mean square algorithm to cancel noise component from primary signal picked up by primary sensor. Various parameters such as convergence behavior, tracking ability of the algorithm, signal to noise ratio, mean square error etc. of ANC system are studied, analyzed for various applications of adaptive noise cancellation and the same are discussed in this paper.

A complementary least-mean-square algorithm of adaptive filtering for SQUID based magnetocardiography

2005 ◽  
Vol 14 (6) ◽  
pp. 1095-1100 ◽  
Author(s):  
Li Zhuo ◽  
Chen Geng-Hua ◽  
Zhang Li-Hua ◽  
Yang Qian-Sheng ◽  
Feng Ji
Keyword(s):  
Adaptive Filtering ◽  
Mean Square ◽  
Least Mean Square ◽  
Least Mean Square Algorithm
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