Adaptive Filtering – Before

Applying an update to the signal by allocating the 30 most recent out-of-sample observations and computing a new filter of length 10. The blue shaded region shows the updating region. Here the old filter has been applied to the 30 out-of-sample observations and we notice significant mangling of timeliness and signal amplification in the pass-band of the filter. This is due to bad properties of the filter coefficients. Not enough regularization was applied.

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