Reduced-Rank Adaptive Filtering Based on Joint Iterative Optimization of Adaptive Filters

@article{deLamare2007ReducedRankAF,
  title={Reduced-Rank Adaptive Filtering Based on Joint Iterative Optimization of Adaptive Filters},
  author={Rodrigo C. de Lamare and Raimundo Sampaio-Neto},
  journal={IEEE Signal Processing Letters},
  year={2007},
  volume={14},
  pages={980-983}
}
This letter proposes a novel adaptive reduced-rank filtering scheme based on joint iterative optimization of adaptive filters. The novel scheme consists of a joint iterative optimization of a bank of full-rank adaptive filters that forms the projection matrix and an adaptive reduced-rank filter that operates at the output of the bank of filters. We describe minimum mean-squared error (MMSE) expressions for the design of the projection matrix and the reduced-rank filter and low-complexity… 

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