An affine combination of two LMS adaptive filters - statistical analysis of an error power ratio scheme
A recent paper [1] studied the statistical behavior of an affine combination of two LMS adaptive filters that simultaneously adapt on the same inputs. The filter outputs are linearly combined to yield a performance that is better than that of either filter. Various decision rules can be used to determine the time-varying combining parameter λ(n). A scheme based on the ratio of error powers of the two filters was proposed in [1]. Monte Carlo simulations demonstrated nearly optimum performance for this scheme. The purpose of this paper is to analyze the statistitical behavior of such error power scheme. Expressions are derived for the mean behavior of λ(n) and for the weight mean-square deviation. Monte Carlo simulations show excellent agreement with the theoretical predictions.