Wavelet-based linear system modeling and adaptive filtering

Abstract

It is shown how linear time-varying systems can be modeled in several different ways by discrete-time wavelets or, more generally, by some set of functions. Interpretation of physical meanings, possible efficiency, and other characteristics of the modeling are considered. System identification minimizing the mean square output error is studied. Optimal coefficients and the corresponding minimum mean square error are found, and they are, in general, time varying. Least-mean-square adaptive filtering algorithms are derived for on-line filtering and system Identification. Theoretically and by simulations, the advantages of using wavelet-based filtering are shown: separation of adaptation effects from unknown time-varying system behavior and fast convergence. Adaptive coefficients estimated by a recursive-least-square algorithm can tend toward constants, even in the case of time-varying systems. Time-invariant system identification and adaptive filtering is given as a special case of the general time-varying setting.