Adaptive IIR Filter Based on Penalized Spline

Abstract

The purpose of this study is to develop a technique for real-time implementation of spline adaptive filters (SAFs). The P-SAF proposed in this paper is based on a recurrent penalized (P) spline and, by analogy with the classical SAF, consists of a linear dynamic component and nonlinear static component. To adapt the P-SAF, computational circuits with different topologies are developed. The proposed approach makes it possible to adapt knots and evaluate spline coefficients simultaneously. This improves the efficiency of the P‑SAF as compared to the classical SAF, as well as reduces the computational costs. The efficiency of the P‑SAF in terms of MSE[dB] on model and real-time series is equal to or higher than that of the classical SAF.