Finite Impulse Response Adaptive Filters with Variable Forgetting Factor

Abstract

The statistical properties of the input and the reference signal determine the environment of an adaptive filter. Although most of the analyses of adaptive filters in available literature are based on a stationary environment, the utilization of adaptive filters shows its advantages primarily in nonstationary environments. Nonstationarity may be categorized with respect to the change of statistical properties of the input signal, the reference signal, also including the variation of the estimated system parameters, or both simultaneously.