An augmented affine projection algorithm for the filtering of noncircular complex signals

作     者：Xia, Yili Took, Clive Cheong Mandic, Danilo P. 

作者机构：Univ London Imperial Coll Sci Technol & Med Dept Elect & Elect Engn London SW7 2BT England 

出 版 物：《SIGNAL PROCESSING》 (信号处理)

年 卷 期：2010年第90卷第6期

页      面：1788-1799页

核心收录：

学科分类：0808[工学-电气工程] 08[工学] 

基　　金：EPSRC [EP/G032211/1] Funding Source: UKRI 

主　　题：Widely linear modelling Affine projection algorithm Complex-valued noncircular signals Augmented complex statistics Wind modelling 

摘      要：An augmented affine projection adaptive filtering algorithm (AAPA), utilising the full second order statistical information in the complex domain is proposed. This is achieved based on the widely linear model and the joint optimisation of the direct and conjugate data channel parameters. The analysis illustrates that the use of augmented complex statistics and widely linear modelling makes the AAPA suitable for the processing of both second order complex circular (proper) and noncircular (improper) signals. The derivation is supported by the analysis of convergence in the energy conservation setting. Simulations on both benchmark and real-world noncircular wind signals support the analysis. (C) 2009 Elsevier B.V. All rights reserved.