E. Moulines et al., THE GENERALIZED MULTIDELAY ADAPTIVE FILTER - STRUCTURE AND CONVERGENCE ANALYSIS, IEEE transactions on signal processing, 43(1), 1995, pp. 14-28
Frequency-domain adaptive filters have long been recognized as an attr
active alternative to time-domain algorithms when dealing with systems
with large impulse response and/or correlated input. Recently, new fr
equency-domain LMS adaptive schemes have been proposed. These algorith
ms essentially retain the attractive features of frequency-domain impl
ementations, while requiring a processing delay considerably smaller t
han the length of the impulse response. The first purpose of this cont
ribution is to show that these algorithms can be seen as particular im
plementations of a more general scheme, the generalized multidelay fil
ter (GMDF). Within this general class of algorithms, we focus on imple
mentations based on the weighted overlap and add reconstruction algori
thms; these variants, overlooked in previous contributions, provide an
independent control of the overall processing delay and of the rate o
f update of the filter coefficients, allowing a trade-off between the
computational complexity and the rate of convergence. The second purpo
se of this work is to present a comprehensive analysis of the performa
nce of this new scheme and to provide insight into the influence of im
pulse response segmentation on the behavior of the adaptive algorithm.
Exact analytical expressions for the steady-state mean-square error a
re first derived. Necessary and sufficient conditions for the converge
nce of the algorithm to the optimal solution within finite variance ar
e then obtained, and are translated into bounds for the stepsize param
eter. Simulations are presented to support our analysis and to demonst
rate the practical usefulness of the GMDF algorithm in applications wh
ere large impulse response has to be processed.