Iterative Wiener filter

作者：Xi, Bin^*; Liu, Yuehong

来源：Electronics Letters, 2013, 49(5): 343-U54.

DOI：10.1049/el.2013.0009

• ALGORITHM

A new adaptive filter algorithm, the iterative Wiener filter (IWF), is proposed to overcome the drawback of slow convergence speed for most LMS-type algorithms. The adaptive filter is posed as a problem of finding the solution of a linear matrix equation, equivalent to the Wiener equation. Then the step size is optimised, which is time variant in terms of the residual error in each step. This property gives the IWF the ability of fast convergent speed. The stability of the algorithm can be secured when the estimation of covariance and cross-covariance statistics become stationary. Only the product of the matrix and vector is needed for the implementation in each iteration. Numerical results demonstrate the superior performance of the IWF over some other LMS-type algorithms.

• 单位
  厦门大学