Adaptive lattice bilinear filters

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Publication Type Journal Article
School or College College of Engineering
Department Electrical & Computer Engineering
Creator Mathews, V. John
Other Author Baik, Heung Ki
Title Adaptive lattice bilinear filters
Date 1993
Description Abstract-This paper presents two fast least squares lattice algorithms for adaptive nonlinear filters equipped with bilinear system models. Bilinear models are attractive for adaptive filtering applications because they can approximate a large class of nonlinear systems adequately, and usually with considerable parsimony in the number of coefficients required. The lattice filter formulation transforms the nonlinear filtering problem into an equivalent multichannel linear filtering problem and then uses multichannel lattice filtering algorithms to solve the nonlinear filtering problem. The lattice filters perform a Gram-Schmidt orthogonalization of the input data and have very good numerical properties. Furthermore, the computational complexity of the algorithms is an order of magnitude smaller than previously available methods. The first of the two approaches is an equation error algorithm that uses the measured desired response signal directly to compute the adaptive filter outputs. This method is conceptually very simple; however, it will result in biased system models in the presence of measurement noise. The second approach is an approximate least squares output error solution. In this case, the past samples of the output of the adaptive system itself are used to produce the filter output at the current time. Results of several experiments that demonstrate and compare the properties of the adaptive bilinear filters are also presented in this paper. These results indicate that the output error algorithm is less sensitive to output measurement noise than the equation error method.
Type Text
Publisher Institute of Electrical and Electronics Engineers (IEEE)
Volume 41
Issue 6
First Page 2033
Last Page 2046
Language eng
Bibliographic Citation Baik, H. K., & Mathews, V. J. (1993). Adaptive lattice bilinear filters. IEEE Transactions on Signal Processing, 41(6), 2033-46. June.
Rights Management (c) 1993 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
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Identifier ir-main,15079
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Date Created 2012-06-13
Date Modified 2021-05-06
ID 704356
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