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Gradient Adaptive Laguerre Lattice Filter

by Ikaro Silva

 

05 May 2008 (Updated 08 May 2008)

Single pole order recursive gradient adaptive lattice filter

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Description

Implements the order recursive adaptive laguerre filter from Fejzo and Lev-Ari (1997). Advantages:

*Fewer parameter to model than FIR filters modeling long impulse responses

*guaranteed stability, unique global minimum, small number of parameter for prescribed modelling error

*numerically robust & and low computational complexity ( O(M) ).

*Fast convergence (RLS equivalent) with no apriori learning rate required

*Order recursive, so filter coefficients are uncorrelated with each other, allowing for modular implementation.

 
Setting the pole parameter to 0 yields the standard classical gradient adaptive FIR algorithm.

Includes simple example on cross-talk resistant echo cancellation to show how to use it.

MATLAB release MATLAB 7.0.4 (R14SP2)
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Comments and Ratings (1)
09 May 2008 Scott Miller

Z. Fejzo and H. Lev-Ari, ``Adaptive Laguerre-Lattice Filters,'' IEEE Trans. Sig. Proc., Vol. 45, Dec. 1997

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Updates
07 May 2008

Added more detail about description (the lattice component makes it order recursive filter)

08 May 2008

Added figure from example

Tag Activity for this File
Tag Applied By Date/Time
filter design Ikaro Silva 22 Oct 2008 10:00:06
filter analysis Ikaro Silva 22 Oct 2008 10:00:06
laguerre lattice gradient iir adaptive pole filter order recursi Ikaro Silva 22 Oct 2008 10:00:06

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