Authors
Miguel Lázaro-Gredilla, Luis A Azpicueta-Ruiz, Aníbal R Figueiras-Vidal, Jeronimo Arenas-Garcia
Publication date
2010/4/5
Journal
IEEE Transactions on Signal Processing
Volume
58
Issue
7
Pages
3890-3895
Publisher
IEEE
Description
It is a well-known result of estimation theory that biased estimators can outperform unbiased ones in terms of expected quadratic error. In steady state, many adaptive filtering algorithms offer an unbiased estimation of both the reference signal and the unknown true parameter vector. In this correspondence, we propose a simple yet effective scheme for adaptively biasing the weights of adaptive filters using an output multiplicative factor. We give theoretical results that show that the proposed configuration is able to provide a convenient bias versus variance tradeoff, leading to reductions in the filter mean-square error, especially in situations with a low signal-to-noise ratio (SNR). After reinterpreting the biased estimator as the combination of the original filter and a filter with constant output equal to 0, we propose practical schemes to adaptively adjust the multiplicative factor. Experiments are carried out for the …
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Scholar articles
M Lázaro-Gredilla, LA Azpicueta-Ruiz… - IEEE Transactions on Signal Processing, 2010