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Design of experiments in Adaptive Filtering.

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**Design of Experiments in Adaptive Filtering
**

Rigel P. Fernandes

**Abstract— This report presents an overview in the Design
**

of Experiments applied to adaptive filtering. The sources of

this work were classes annotation, text-book, and literature

review. This work also presents a study of the influence of

algorithm parameter L on convergence speed, misadjustment,

and computational effort.

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I. I NTRODUCTION

II. E XAMPLE

According to Seneca (5 BC - 65 AD), the Roman philosopher: “The path of precept is long, that of example short

and effectual”. As a result, the examples that follows are used

to help make the concepts of DOE presented in this study

easier to understand.

Figure 1 presents the input of an Adaptive Filter implemented using IQRD–RLS. This sequence is White Noise with zero

mean and σ 2 = 10−3

Figure 2 presents the output of the system, learning curves

of the IQRD–RLS, that is a way to assess the algorithm implemented. The performance of the algorithm in this controlled

experiment is affected by parameter L, λ, and the filter order

N.

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Fig. 1.

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**White noise with zero mean and σ 2 = 10−3 .
**

Learning curve (a priori error) of the Inverse QRD−RLS

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L=1

L=2

L=3

L=4

L=5

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E[|e(k)|2]dB

**Design of Experiments (DOE) is often used for planning
**

and conducting experiments, as well as to analyze the results

obtained. The main purpose of this tool is to reduce time

and costs related to experiment analysis, it also allows users

to evaluate and objectively make conclusions about results

obtained. This method is found in literature as a tool to validate

results and is supported by the experience of researchers [1].

DOE supports researchers for a better identification of the

inputs, the factors involved (assesses if these are controlled

or not), and the outputs.

It is likely that extensive experiments will allow users to find

optimal solution for a problem. However, in real world it is

likely that experimenters face problems due to time or budget

constraints. These constraints may not allow extensive tests to

be done. Therefore, an statistical approach offers results that is

very close to optimal solution with less effort (or resources).

For achieve this, the tool provides guidelines for experimenters use their experience for assessing factors that may

influence experiments. In fact, DOE is strongly influenced by

the state of knowledge in the field [2].

This method allows users to analyze interaction between

factors. This analysis may provide information about what

values for the factors that will impact in the output. The

simplest way to analyze factor is the one-factor-at-a-time.

This strategy consists in vary one factor with the others held

constant. However, DOE has many other tools to plan and

conduct experiments, e.g. factorial design, fractional factorial

designs [1].

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k

Fig. 2.

MSE with L varying from 1 to 5.

**It should be noted that as L increases, the convergence speed
**

decreases. For instance, L = 1 converges before 20th k time

instant. On the other hand, L = 5 converges close to the 500th

k time instant. Misadjustment after the convergence seems to

be the same for every value of L. Parameter L indicates the

number of samples for the next update, i.e. if L = 1, w is

updated every sample, if L = 2, w is updated every 2 samples.

This approach presents a compromise between convergence

speed and computational effort1 . This means that one may

trade off convergence speed for less mathematical operations during the execution of this IQRD–RLS, i.e. one could

adjust parameter L in order to save DSP devices energy

1 Computational effort in this work is the number of mathematical operations

that one algorithm calculates. If one can avoid one or more operations the

effort is smaller. On the other hand, computational complexity is the maximum

number of mathematical operations that one algorithm demands to run

2004. The parameter L in this algorithm does not trade off convergence speed and misadjustment. . the misadjustment of L = 2. “Design of experiments. i. [2] J. the less amount of energy spent the better. methods. vol. the classic IQRD–RLS. Diniz. “Affine projection and recursive least squares adaptive filters employing partial updates. 950–954. pp. Springer. Conference Record of the Thirty-Eighth Asilomar Conference on. 3. RIO DE JANEIRO.” Journal of the Franklin Institute. 19 DE AGOSTO DE 2015. [3] P. and resources in academic research. Khong et al. However. where updates is an integer number. A. The number of updates is updates = Lk . Jacquez. R EFERENCES [1] D.. and concepts that may allow engineers to perform experiments accurately spending less time. 2. S.INSTITUTO MILITAR DE ENGENHARIA (IME). 2000.” in Signals. 5 are very similar to L = 1. Systems and Computers. C. but in SMF coefficients are updated only when the output estimation error is higher than the pre-determined upper bound [3]. Depending on the system. RJ running IQRD–RLS. 2004. Naylor. vol. Montgomery. Naylor. It should be noted that less time is spent during the execution of this approach regarding conventional IQRD–RLS because less updates are performed when L > 1. 4 and. IQRD–RLS with parameter L is a good approach to systems that pay more attention at saving energy than convergence rate. 1997. Adaptive filtering. 335. investigates how to minimize computational complexity by employing partial updates of w and guarantee good convergence speed. IEEE.e. W. John Wiley & Sons. 1998. 1. Design and analysis of experiments. no. Set–membership filtering (SMF) are similar to this simple approach. [4] P. pp. III. computational complexity and misadjustment remain the same. A. The trade off in this paper regards computational complexity and convergence rate [4]. 259–279. C ONCLUSION DOE offers a variety of tools. Therefore. After the convergence. This method validates conclusions of researches by employing statistical concepts to the works being assessed.

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