状態方程式表現による結合形適応フィルタの正規直交条件について

概要

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The convergence speed is a very important factor for designing an adaptive system. To achieve high convergence speed, it is known that the input signal vector of line combiner should be in orthonormal state. This paper gives orthonormal condition of the input signal vector in a combined type adaptive filter which is described by using the state equation, and presents a design method based on the orthonormal condition. At first, we reviewed the definition of the combined type adaptive filter. Then we showed the necessary and sufficient condition to construct an orthonormal combined type adaptive filter. Furthermore, we presented a design method by using Choleski's decomposition. Finally by computer simulation, we showed that thie method can improve convergence speed dramatically.
東海大学の論文