Research on the Least Mean Square Algorithm Based on Equivalent Wiener-Hopf Equation

등가의 Wiener-Hopf 방정식을 이용한 LMS 알고리즘에 관한 연구

  • 안봉만 (전북대학교 Next 사업단) ;
  • 황지원 (익산대학 컴퓨터과학과) ;
  • 조주필 (군산대학교 전자정보공학부)
  • Published : 2008.05.31

Abstract

This paper presents the methods which obtain the solution of Wiener-Hopf equation by LMS algorithm and get the coefficient of TDL filter in lattice filter directly. For this result, we apply an orthogonal input signal generated by lattice filter into an equivalent Wiener-Hopf equation and shows the scheme that can obtain the solution by using the MMSE algorithm. Conventionally, the method like aforementioned scheme can get an error and regression coefficient recursively. However, in this paper, we can obtain an error and the coefficients of TDL filter recursively. And, we make an theoretical analysis on the convergence characteristics of the proposed algorithm. Then we can see that the result is similar to conventional analysis. Also, by computer simulation, we can make sure that the proposed algorithm has an excellent performance.

본 논문은 등가의 Wiener-Hopf 방정식의 해를 LMS 알고리즘을 이용하여 구할 수 있는 방법과 격자필터에서 직접적으로 TDL 필터의 계수를 구할 수 있는 방법을 제안한다. 이를 위해 격자필터를 이용하여 생성한 직교입력 신호를 등가의 Wiener-Hopf 방정식에 적용하여 그 해를 최소평균자승 알고리즘을 이용하여 순환적으로 구하는 방법을 보인다. 이와 같은 경우 기존에는 오차와 regression 계수를 순환적으로 구할 수 있는데 반하여 본 논문에서는 오차와 TDL 필터의 계수를 순환적으로 구할 수 있는 장점이 있다. 또한 제안한 알고리즘의 수렴적 특성을 이론적으로 고찰하였다. 그 결과는 전통적 해석과 유사하게 나타남을 알 수 있었다. 성능 평가 결과를 통해 제안한 알고리즘이 매우 우수한 성능을 나타내고 있음을 확인하였다.

Keywords

References

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