Adaptive Filtering via Canonical Systems with Time-Varying Hamiltonians

TL;DR

This paper introduces an adaptive filtering approach based on canonical systems with time-varying Hamiltonians, providing stability guarantees and demonstrating robustness through numerical simulations on nonstationary signals.

Contribution

It proposes a novel adaptive filtering framework using time-varying Hamiltonian matrices with stability analysis and structure-preserving numerical schemes.

Findings

Effective noise suppression in nonstationary environments

Theoretical stability guarantees via Lyapunov analysis

Robust performance demonstrated through extensive simulations

Abstract

In many practical applications, signals and environments are time- varying, which makes fixed filters unreliable. Adaptive filtering, on the other hand, updates in real time to suppress noise, track nonstationary signals, and identify unknown systems. This paper investigates an adaptive filtering frame- work based on canonical systems with time-varying symmetric positive semi- definite Hamiltonian matrices. The proposed method adapts the Hamiltonian matrix using a gradient-based scheme designed to minimize the squared er- ror between the system output and a desired reference signal. We establish theoretical stability guarantees via Lyapunov analysis, ensuring boundedness of system trajectories and convergence of the error signal under suitable as- sumptions. Furthermore, we present numerical integration schemes preserving the underlying Hamiltonian structure and projective techniques to maintain positive semidefiniteness of the Hamiltonian matrix. Extensive simulations on synthetic nonstationary signals illustrate the effectiveness and robustness of the proposed adaptive filter.