On the Tracking Performance of Adaptive Filters and Their Combinations

• Published in: IEEE transactions on signal processing Vol. 69; pp. 3104 - 3116
• Main Authors: Claser, Raffaello, Nascimento, Vitor H.
• Format: Journal Article
• Language: English
• Published: New York IEEE 2021; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Adaptation models; Adaptive filter; Adaptive filters; Autoregressive models; Autoregressive processes; Computational modeling; convex combination; Covariance matrices; Kalman filter; Kalman filters; Mathematical model; Mean square error methods; Optimization; Parameter estimation; Steady-state; Tracking

Combinations of adaptive filters have attracted attention as a simple solution to improve filter performance, including tracking properties. In this paper, we consider combinations of LMS and RLS filters, and study their performance for tracking time-varying solutions. Modeling the variation of the...