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Abstract This paper presents the problems of state space model identification of multirate processes with unknown time delay. The aim is to identify a multirate state space model to approximate the parameter-varying time-delay system. The identification problems are formulated under the framework of the expectation maximization algorithm. Through introducing two hidden variables, a new expectation maximization algorithm is derived to estimate the unknown model parameters and the time-delays simultaneously. The effectiveness of the proposed algorithm is validated by a simulation example. [ABSTRACT FROM AUTHOR]

Abstract In this paper, a novel augmented complex-valued normalized subband adaptive filter (ACNSAF) algorithm is proposed for processing the noncircular complex-valued signals. Based on the augmented statistics, the proposed algorithm is derived by computing a constraint cost function. Due to contain all second-order statistical properties, the ACNSAF algorithm can process the circular and noncircular complex-valued signals simultaneously. Moreover, the stability and mean square steady-state analysis of the proposed algorithm is derived by using the energy conservation principle. Computer simulation experiments on complex-valued system identification, prediction and noise cancelling show that the proposed algorithm achieves the improved mean square deviation and prediction gain compared to the ACNLMS algorithm. And the simulation results are consistent with the analysis results. [ABSTRACT FROM AUTHOR]

Abstract: In this paper, the concept of proportionate adaptation is extended to the normalized subband adaptive filter (NSAF), and seven proportionate normalized subband adaptive filter algorithms are established. The proposed algorithms are proportionate normalized subband adaptive filter (PNSAF), PNSAF (MPNSAF), improved PNSAF (IPNSAF), the improved IPNSAF (IIPNSAF), the set-membership IPNSAF (SM-IPNSAF), the selective partial update IPNSAF (SPU-IPNSAF), and SM-SPU-IPNSAF which are suitable for sparse system identification in network echo cancellation. When the impulse response of the echo path is sparse, the PNSAF has initial faster convergence than NSAF but slows down dramatically after initial convergence. The MPNSAF algorithm has fast convergence speed during the whole adaptation. The IPNSAF algorithm is suitable for both sparse and dispersive impulse responses. The SM-IPNSAF exhibits good performance with significant reduction in the overall computational complexity compared with the ordinary IPNSAF. In SPU-IPNSAF, the filter coefficients are partially updated rather than the entire filter at every adaptation. In SM-SPU-IPNSAF algorithm, the concepts of SM and SPU are combined which leads to a reduction in computational complexity. The simulation results show good performance of the proposed algorithms. [Copyright &y& Elsevier]