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

Ahn, Bong-Man (전북대학교 Next 사업단)
Hwang, Jee-Won (익산대학 컴퓨터과학과)
Cho, Ju-Phil (군산대학교 전자정보공학부)
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.
Keywords
Wiener-Hopf; LMS; TDL; Lattice; Regression coefficient;
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