A dual sliding window Iterative Wiener Filter to improve the time-varying system estimation performance

Jun-Seok Lim

doi:10.7776/ASK.2025.44.5.464

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2025 Vol.44, Issue 5 Preview Page Next Page

Research Article

A dual sliding window Iterative Wiener Filter to improve the time-varying system estimation performance 시변 시스템 추정 성능 향상을 위한 이중 슬라이딩 윈도우 Iterative Wiener Filter

30 September 2025. pp. 464-470

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Abstract

This paper proposes a dual sliding window method to enhance the performance of the Iterative Wiener Filter (IWF) algorithm in time-varying environments. While the conventional IWF algorithm demonstrates excellent convergence performance while addressing the numerical instability issues of Recursive Least Squares (RLS), its tracking performance in time-varying environments is limited. The proposed dual sliding window IWF dynamically selects between long and short windows based on channel change detection, providing fast tracking with a short data window during channel transitions and maintaining high estimation accuracy with a long data window in steady-state conditions. Simulation results confirm that the proposed method achieves improved tracking performance compared to IWF using a single window length in time-varying channel environments.

Keywords

Adaptive algorithm

Iterative Wiener Filter (IWF)

Dual sliding window

Channel estimation

본 논문은 시변 환경에서 Iterative Wiener Filter(IWF) 알고리즘의 성능 향상을 위한 이중 슬라이딩 윈도우 방법을 제안한다. 기존 IWF 알고리즘은 재귀 최소 제곱(Recursive Least Squares, RLS)의 수치적 불안정성 문제를 해결하면서도 우수한 수렴 성능을 보이지만, 시변 환경에서의 추적 성능이 제한적이다. 제안하는 이중 슬라이딩 윈도우 IWF는 시스템 변화 감지에 따라 동적으로 길고 짧은 윈도우를 선택하여, 시스템이 변화하는 동안에는 짧은 길이 데이터 윈도우로 빠른 추적을 제공하고, 정상 상태에서는 긴 길이 데이터 윈도우를 사용하여 높은 추정 정확성을 유지한다. 시뮬레이션 결과, 제안한 방법이 단일 윈도우 길이를 사용하는 IWF보다 시변 시스템 환경에서 향상된 추적 성능을 보임을 확인하였다.

키워드

적응 알고리즘

재차 윈너 필터

이중 슬라이딩 윈도우

시스템 추정

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Information

Publisher :The Acoustical Society of Korea
Publisher(Ko) :한국음향학회
Journal Title :The Journal of the Acoustical Society of Korea
Journal Title(Ko) :한국음향학회지
Volume : 44
No :5
Pages :464-470
Received Date : 2025-07-29
Accepted Date : 2025-08-28
DOI :https://doi.org/10.7776/ASK.2025.44.5.464

The Journal of the Acoustical Society of KoreaISSN:1225-4428(Print) 2287-3775(Online)한국음향학회

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