INSTITUTO MILITAR DE ENGENHARIA (IME), 19 DE AGOSTO DE 2015, RIO DE JANEIRO, RJ

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 IQRDRLS. This sequence is White Noise with zero
mean and 2 = 103
Figure 2 presents the output of the system, learning curves
of the IQRDRLS, that is a way to assess the algorithm implemented. The performance of the algorithm in this controlled
experiment is affected by parameter L, , and the filter order
N.

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Fig. 1.

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White noise with zero mean and 2 = 103 .

Learning curve (a priori error) of the Inverse QRDRLS

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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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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 IQRDRLS, 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

INSTITUTO MILITAR DE ENGENHARIA (IME), 19 DE AGOSTO DE 2015, RIO DE JANEIRO, RJ

running IQRDRLS. However, computational complexity and

misadjustment remain the same. It should be noted that less
time is spent during the execution of this approach regarding
conventional IQRDRLS because less updates are performed
when L > 1. The number of updates is updates = Lk , where
updates is an integer number.
The parameter L in this algorithm does not trade off
convergence speed and misadjustment. After the convergence,
the misadjustment of L = 2, 3, 4 and, 5 are very similar to
L = 1, i.e. the classic IQRDRLS.
Setmembership filtering (SMF) are similar to this simple
approach, but in SMF coefficients are updated only when the
output estimation error is higher than the pre-determined upper
bound [3]. Naylor, investigates how to minimize computational
complexity by employing partial updates of w and guarantee
good convergence speed. The trade off in this paper regards
computational complexity and convergence rate [4].
Depending on the system, the less amount of energy spent
the better. Therefore, IQRDRLS with parameter L is a good
approach to systems that pay more attention at saving energy
than convergence rate.
III. C ONCLUSION
DOE offers a variety of tools, methods, and concepts
that may allow engineers to perform experiments accurately
spending less time, and resources in academic research. This
method validates conclusions of researches by employing
statistical concepts to the works being assessed.
R EFERENCES
[1] D. C. Montgomery, Design and analysis of experiments. John Wiley &
Sons, 2000.
[2] J. A. Jacquez, Design of experiments, Journal of the Franklin Institute,
vol. 335, no. 2, pp. 259279, 1998.
[3] P. S. Diniz, Adaptive filtering. Springer, 1997.
[4] P. Naylor, A. W. Khong et al., Affine projection and recursive least
squares adaptive filters employing partial updates, in Signals, Systems
and Computers, 2004. Conference Record of the Thirty-Eighth Asilomar
Conference on, vol. 1. IEEE, 2004, pp. 950954.