A TREE-STRUCTURED PIECEWISE-LINEAR ADAPTIVE FILTER

We propose and analyze a new architecture for nonlinear adaptive filters. These nonlinear filters are piecewise linear filters obtained by arranging linear filters and thresholds in a tree structure. A training algorithm is used to adaptively update the filter coefficients and thresholds at the nodes of the tree, and to prune the tree. The resulting tree-structured piecewise linear adaptive filter inherits the robust estimation and fast adaptation of linear adaptive filters, along with the approximation and model-fitting properties of tree-structured regression models. A rigorous analysis of the training algorithm for the tree-structured filter is performed. Here, some new techniques are developed for analyzing hierarchically organized stochastic gradient algorithms with fixed gains and nonstationary dependent data. Simulation results show the significant advantages of the tree-structured piecewise linear filter over linear and polynomial filters for adaptive echo cancellation.