The LMS-Type Adaptive Filter Based on the Gaussian Model for Controlling the Variances of Coefficients

抄録

In this paper, we propose a method which enables us to control the variance of the coefficients of the LMS-type adaptive filters. In the method, each coefficient of the adaptive filter is modeled as an random variable with a Gaussian distribution, and its value is estimated as the mean value of the distribution. Besides, at each time, we check if the updated value exists within the predefined range of distribution. The update of a coefficient will be canceled when its updated value exceeds the range. We propose an implementation method which has similar formula as the Gaussian mixture model (GMM) widely used in signal processing and machine learning. The effectiveness of the proposed method is evaluated by the computer simulations.