Study of the General Kalman Filter for Echo Cancellation

Abstract

The Kalman filter is a very interesting signal processing tool, which is widely used in many practical applications. In this paper, we study the Kalman filter in the context of echo cancellation. The contribution of this work is threefold. First, we derive a different form of the Kalman filter by considering, at each iteration, a block of time samples instead of one time sample as it is the case in the conventional approach. Second, we show how this general Kalman filter (GKF) is connected with some of the most popular adaptive filters for echo cancellation, i.e., the normalized least-mean-square (NLMS) algorithm, the affine projection algorithm (APA) and its proportionate version (PAPA). Third, a simplified Kalman filter is developed in order to reduce the computational load of the GKF; this algorithm behaves like a variable step-size adaptive filter. Simulation results indicate the good performance of the proposed algorithms, which can be attractive choices for echo cancellation.