Proportionate Adaptation: New Paradigms in Adaptive Filters

This chapter contains sections titled: Introduction Proportionate Adaptation: Beyond the PNLMS Algorithm Proportionate Adaptation and Kalman Filtering Recursive Proportionate Adaptation Applications Discussion Concluding Remarks Appendix A: H∞ Norm AND H∞ Filtering Appendix B: H∞ Optimality Of the PNLMS Algorithm Appendix C: Asymptotic Behavior of Learning Rate Matrix Appendix D: MSE Optimality of the RPNLMS Algorithm Appendix E: Fast Calculation of A Priori Kalman Gain Appendix F: Convergence Analysis Appendix G: Notations References Introduction Proportionate Adaptation: Beyond the PNLMS Algorithm Proportionate Adaptation and Kalman Filtering Recursive Proportionate Adaptation Applications Discussion Concluding Remarks Appendix A: H∞ Norm AND H∞ Filtering Appendix B: H∞ Optimality Of the PNLMS Algorithm Appendix C: Asymptotic Behavior of Learning Rate Matrix Appendix D: MSE Optimality of the RPNLMS Algorithm Appendix E: Fast Calculation of A Priori Kalman Gain Appendix F: Convergence Analysis Appendix G: Notations References