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This book was written in response to the growing demand for a text that provides a unified treatment of linear and nonlinear complex valued adaptive filters, and methods for the processing of general complex signals (circular and noncircular). It brings together adaptive filtering algorithms for feedforward (transversal) and feedback architectures and the recent developments in the statistics of complex variable, under the powerful frameworks of CR (Wirtinger) calculus and augmented complex statistics. This offers a number of theoretical performance gains, which is illustrated on both stochastic gradient algorithms, such as the augmented complex least mean square (ACLMS), and those based on Kalman filters. This work is supported by a number of simulations using synthetic and real world data, including the noncircular and intermittent radar and wind signals.

This paper reviews the past and the recent research on Adaptive Filter algorithms based on adaptive noise cancellation systems. In many applications of noise cancellation, the change in signal characteristics could be quite fast which requires the utilization of adaptive algorithms that converge rapidly. Algorithms such as LMS and RLS proves to be vital in the noise cancellation are reviewed including principle and recent modifications to increase the convergence rate and reduce the computational complexity for future implementation. The purpose of this paper is not only to discuss various noise cancellation LMS algorithms but also to provide the reader with an overview of the research conducted.

Object tracking is challenging as target objects often undergo drastic appearance changes over time. Recently, adaptive correlation filters have been successfully applied to object tracking. However, tracking algorithms relying on highly adaptive correlation filters are prone to drift due to noisy updates. Moreover, as these algorithms do not maintain long-term memory of target appearance, they cannot recover from tracking failures caused by heavy occlusion or target disappearance in the camera view. In this paper, we propose to learn multiple adaptive correlation filters with both long-term and short-term memory of target appearance for robust object tracking. First, we learn a kernelized correlation filter with an aggressive learning rate for locating target objects precisely. We take into account the appropriate size of surrounding context and the feature representations. Second, we learn a correlation filter over a feature pyramid centered at the estimated target position for predicting scale changes. Third, we learn a complementary correlation filter with a conservative learning rate to maintain long-term memory of target appearance. We use the output responses of this long-term filter to determine if tracking failure occurs. In the case of tracking failures, we apply an incrementally learned detector to recover the target position in a sliding window fashion. Extensive experimental results on large-scale benchmark datasets demonstrate that the proposed algorithm performs favorably against the state-of-the-art methods in terms of efficiency, accuracy, and robustness.

Constrained least mean square (CLMS) algorithm is the most popular constrained adaptive filtering algorithm due to its simple structure and easy implementation. However, its convergence slows down when the input signal is colored. To address this issue, this paper firstly introduces the normalized subband adaptive filter (NSAF) into the constrained filtering problem and derives a constrained NSAF (CNSAF) algorithm using the Lagrange multiplier method. Benefiting from the good decorrelation capability of the NSAF, the proposed CNSAF algorithm significantly improves the convergence performance of the CLMS algorithm under colored inputs. Then, the mean and mean-square stability of the CNSAF algorithm is analyzed, and the theoretical models to characterize the transient and steady-state mean square deviation (MSD) behaviors of the CNSAF algorithm are derived utilizing the Kronecker product property and vectorization method. Further to extend the CNSAF algorithm to the problem of sparse system identification, a sparse version of the CNSAF algorithm (S-CNSAF) is derived. Finally, the validity of the derived theoretical MSD prediction models and the superiority of the proposed algorithms are confirmed by extensive computer simulations on system identification with colored inputs.

A new impulsive noise removal filter, adaptive dynamically weighted median filter (ADWMF), is proposed. A popular method for removing impulsive noise is a median filter whereas the weighted median filter and center weighted median filter were also investigated. ADWMF is based on weighted median filter. In ADWMF, instead of fixed weights, weightages of the filter are dynamically assigned with the results of noise detection. A simple and efficient noise detection method is also used to detect noise candidates and dynamically assign zero or small weights to the noise candidates in the window. This paper proposes an adaptive method which increases the window size according to the amounts of impulsive noise. Simulation results show that the AMWMF works better for both images with low and high density of impulsive noise than existing methods work.

Chatter is a kind of unstable vibration in high-speed milling process, leading to poor surface quality of workpiece, significant tool wear, and severe noise. In order to avoid these negative effects of milling chatter, the detection of chatter at early stage is highly needed. In this paper, an early-stage chatter detection method based on variational mode decomposition (VMD) and difference of power spectral entropy (ΔPSE) is presented. Considering that the existence of possible colored noise in the monitoring signals, which might lead to the misjudgment of chatter detection, the signals monitored at spindle’s idling is utilized to identify these noise components. In order to separate the needed chatter-sensitive sub-signals, VMD is utilized to decompose the original signals into a series of intrinsic mode functions (IMFs), and the chatter-sensitive sub-signals are obtained by adding the IMFs whose central frequencies are closed to the milling system’s natural frequency. After that, an adaptive filter is utilized to filter out the harmonics of spindle-speed frequency and the identified colored noise components. Then, a dimensionless indicator is designed, which is determined as the difference of power spectral entropy (ΔPSE) of signals without and with filtering. A series of experiments are also performed, and the results indicate that the presented methodology can detect the chatter at early stage and is applicable in different cutting conditions, which is very important in the practical application.

Adaptive filtering algorithms can be used on the time-domain processing of navigation receivers to suppress interference and maintain the navigation and positioning function. The filter length can affect the interference suppression performance and hardware utilization simultaneously. In practical engineering, the filter length is usually set to a large number to guarantee anti-jamming performance, which means a high-performance receiver requires a high-complexity anti-jamming filter. The study aims at solving the problem by presenting a design method for the optimal filter order in the time-domain anti-jamming receiver, with no need for detailed interference information. According to interference bandwidth and jam-to-signal ratio (JSR), the approach designed a band-stop filter by Kaiser window for calculating the optimal filter order to meet interference suppression requirements. The experimental results show that the time-domain filtering processing has achieved good interference suppression performance for engineering requirements with optimal filter order in satellite navigation receivers.

This paper proposes a normalized subband spline adaptive filter (SAF-NSAF) algorithm to solve the problem that linear subband adaptive filtering cannot identify nonlinear systems. The weight update of the proposed algorithm is conducted using the principle of minimum disturbance. Since a delayless structure is used in the proposed algorithm, a delay is not introduced into the update process. The effectiveness of the proposed algorithm is verified by simulations. Also, the mean and mean square stability of the proposed algorithm are evaluated using the principle of conservation of energy. The simulation results demonstrate that the performance of the proposed algorithm outperforms other cited nonlinear algorithms.

It has been pointed out that the nonlinear spline adaptive filter (SAF) is appealing for modeling nonlinear systems with good performance and low computational burden. This paper proposes a normalized least M-estimate adaptive filtering algorithm based on infinite impulse respomse (IIR) spline adaptive filter (IIR-SAF-NLMM). By using a robust M-estimator as the cost function, the IIR-SAF-NLMM algorithm obtains robustness against non-Gaussian impulsive noise. In order to further improve the convergence rate, the set-membership framework is incorporated into the IIR-SAF-NLMM, leading to a new set-membership IIR-SAF-NLMM algorithm (IIR-SAF-SMNLMM). The proposed IIR-SAF-SMNLMM inherits the benefits of the set-membership framework and least-M estimate scheme and acquires the faster convergence rate and effective suppression of impulsive noise on the filter weight and control point adaptation. In addition, the computational burdens and convergence properties of the proposed algorithms are analyzed. Simulation results in the identification of the IIR-SAF nonlinear model show that the proposed algorithms offer the effectiveness in the absence of non-Gaussian impulsive noise and robustness in non-Gaussian impulsive noise environments.

In mobile augmented/virtual reality (AR/VR), real-time 6-Degree of Freedom (DoF) motion tracking is essential for the registration between virtual scenes and the real world. However, due to the limited computational capacity of mobile terminals today, the latency between consecutive arriving poses would damage the user experience in mobile AR/VR. Thus, a visual-inertial based real-time motion tracking for mobile AR/VR is proposed in this paper. By means of high frequency and passive outputs from the inertial sensor, the real-time performance of arriving poses for mobile AR/VR is achieved. In addition, to alleviate the jitter phenomenon during the visual-inertial fusion, an adaptive filter framework is established to cope with different motion situations automatically, enabling the real-time 6-DoF motion tracking by balancing the jitter and latency. Besides, the robustness of the traditional visual-only based motion tracking is enhanced, giving rise to a better mobile AR/VR performance when motion blur is encountered. Finally, experiments are carried out to demonstrate the proposed method, and the results show that this work is capable of providing a smooth and robust 6-DoF motion tracking for mobile AR/VR in real-time.