The adaptive variable step-size technique is an effective way to improve the convergence rate of an adaptive filtering algorithm. However, for most existing variable step-size sign algorithm against impulsive noise, e...
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The adaptive variable step-size technique is an effective way to improve the convergence rate of an adaptive filtering algorithm. However, for most existing variable step-size sign algorithm against impulsive noise, either the performance is not good enough, or the calculation is complex. In this paper, a correntropy inspired variable step-size method for sign algorithm is proposed. The new variable step-size method is computationally simple and robust to impulsive noises. Theoretical analysis and simulation results demonstrate that the proposed algorithm can achieve desirable performance with low computational complexity in presence of impulsive noises. (C) 2017 Elsevier B.V. All rights reserved.
Affine projection sign algorithm (APSA) is a useful adaptive filter for a highly correlated input signal in the presence of impulsive noise. In this study, a novel variable step-size APSA is proposed using selective i...
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Affine projection sign algorithm (APSA) is a useful adaptive filter for a highly correlated input signal in the presence of impulsive noise. In this study, a novel variable step-size APSA is proposed using selective input vectors to achieve both fast convergence rate and low steady-state mean-square deviation (MSD) with low computational cost. The selective input vectors and step size are chosen so as to maximize the theoretical MSD difference derived using Price's theorem. The simulation results show that the proposed algorithm has the fastest convergence rate and lowest steady-state MSD when compared with recent variable step-size APSAs. Moreover, it effectively reduces computational cost. (C) 2015 Elsevier B.V. All rights reserved.
In this paper, we propose the diffusion sparse sign algorithm with variable step-size for distributed estimation in sparse and impulsive interference environments. Firstly, we address the problem of in-network distrib...
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In this paper, we propose the diffusion sparse sign algorithm with variable step-size for distributed estimation in sparse and impulsive interference environments. Firstly, we address the problem of in-network distributed estimation for sparse vectors under the impulsive noise environment. In order to exploit the sparsity of the vector of interest, we incorporate the sparse norms (l1-norm and RWl1-norm) into the cost function of the standard diffusion sign algorithm, which accelerates the convergence speed of zero or near-zero components. In addition, we propose the adaptive variable step-size to further improve the convergence rate of the proposed algorithm. The variable step-size is derived by the correlation entropy, which contains a modified Gaussian kernel function and is robust to impulsive noise. In this paper, every node combines its correlation entropy function with the information of its neighborhood to drive the variable step-size at each iteration. Simulation results show that the proposed algorithm outperforms the standard diffusion SA in the sparse and impulsive system and the convergence rate of the proposed algorithm is faster than constant step-size algorithms.
The paper is concerned with analyzing the effect of finite wordlength on the tracking performance of a sign algorithm when used in the adaptive identification of a time-varying plant. Rounding quantization is assumed....
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The paper is concerned with analyzing the effect of finite wordlength on the tracking performance of a sign algorithm when used in the adaptive identification of a time-varying plant. Rounding quantization is assumed. Expressions of the steady-state mean-square error, steady-state mean-square weight deviation, and the corresponding optimum step sizes are derived. It is found that the mean-square error, mean-square weight deviation, and the optimum step sizes increase as the filter weight wordlength decreases. The effect of filter weight wordlength is found to be equivalent to an increase of the degree of nonstationarity of the plant. Conditions at which the effect of finite wordlength dominates (or is dominated by) the effect of plant nonstationarity are derived. The theoretical results of the paper are validated by computer simulations. (C) 1998 Elsevier Science B.V. All rights reserved.
This paper proposes a new variable step-size sign algorithm (VSSA) for unknown channel estimation or system identification, and applies this algorithm to an environment containing two-component Gaussian mixture observ...
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This paper proposes a new variable step-size sign algorithm (VSSA) for unknown channel estimation or system identification, and applies this algorithm to an environment containing two-component Gaussian mixture observation noise. The step size is adjusted using the gradient-based weighted average of the sign algorithm. The proposed scheme exhibits a fast convergence rate and low misadjustment error, and provides robustness in environments with heavy-tailed impulsive interference. (C) 2014 Elsevier B.V. All rights reserved.
The paper is concerned with rigorous convergence analysis of the sign algorithm (SA) in the context of adaptive plant identification. Asymptotic time-averaged convergence for the mean absolute weight misalignment is p...
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The paper is concerned with rigorous convergence analysis of the sign algorithm (SA) in the context of adaptive plant identification. Asymptotic time-averaged convergence for the mean absolute weight misalignment is proved for all values of the algorithm step size and initial weight vector. The paper has three main contributions with respect to available convergence results of the SA. The first is the deletion of the Gaussian assumption, which is important when covering the case of discrete valued data. No assumption about the distribution of the regressor sequence is used, except for the usual assumption of positive definite covariance matrix, The assumptions used about the noise allow nonexistence, unboundedness, and vanishing of the noise probability density function for arguments strictly different from zero, The second contribution is the deletion of the assumption of independent successive regressors, This deletion is important since, in applications, two successive regressors usually share all their components except two. Hence, they are strongly dependent, even for white plant input. The case of colored noise is also analyzed. Finally, the third contribution is the extension of the above results to the nonstationary case. The used assumptions allow nonstationarity of the plant input, plant noise, and plant parameters.
The paper analyzes the convergence of the sign algorithm when the noise distribution has a dead zone that includes the origin. The analysis is done in the context of the identification of a plant with a stationary Gau...
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The paper analyzes the convergence of the sign algorithm when the noise distribution has a dead zone that includes the origin. The analysis is done in the context of the identification of a plant with a stationary Gaussian input. Upper bounds of the time-averaged mean absolute excess estimation error and the time-averaged mean norm of the weight misalignment vector are derived. The former bound does not depend on the data correlation while the latter one does. The bounds hold for all values of the algorithm step size p. Both bounds tend to zero as mu tends to zero. The bounds are significantly dependent on the width of the dead zone while they are weakly dependent on mu when mu is less than some threshold. The threshold is proportional to the width of the dead zone. The speed-accuracy trade-off of the algorithm is found to be poor in comparison with that in the case of a Gaussian noise. The wider is the dead zone, the worse is the trade-off. The theoretical results of the paper are supported by simulations. (C) 2002 Elsevier Science B.V. All rights reserved.
This paper is concerned with the analysis of the sign algorithm (SA) when used to adapt a finite impulse response (FIR:) filter with randomly time-varying target weights, The analysis is done under the assumption that...
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This paper is concerned with the analysis of the sign algorithm (SA) when used to adapt a finite impulse response (FIR:) filter with randomly time-varying target weights, The analysis is done under the assumption that positive and negative polarities of the noise are equally probable and that the noise probability density function at the origin exists and is strictly positive, This assumption fits many noise distributions encountered in applications, Expressions of the excess mean square error xi and the mean square weight misalignment II are derived, It is found that both xi and eta are independent of the type of distribution of the filter input, Both xi and eta are proportional to the reciprocal of the noise probability density function at the origin. The step sizes that minimize xi and eta are found to be independent of both the variance and the type of distribution of the noise, Given the sum of the mean square target weight fluctuations, it is found that xi(resp. eta) is independent (resp, dependent) on both. the mean squares of individual target weight fluctuations and the mutual correlation among them, The tracking properties of the SA are found to be strongly related to the ones of the LMS algorithm, It is shown that the charts of xi and eta versus the step size of the SA can be obtained from the corresponding ones of the LMS algorithm via a simple linear transformation that depends only on the noise distribution, The above results hold for both continuous and discrete distributions of the input of the filter.
L-1-norm optimization-based sign algorithms (SAs) are more robust against impulsive interference than L-2-norm optimization-based adaptive filtering algorithms. However, most SAs suffer from slow convergence rate, esp...
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L-1-norm optimization-based sign algorithms (SAs) are more robust against impulsive interference than L-2-norm optimization-based adaptive filtering algorithms. However, most SAs suffer from slow convergence rate, especially for highly correlated input signals. In order to overcome this problem, recently, an affine projection SA (APSA) has been proposed [6], which exhibits fast convergence rate. In this letter, we first analyze the computational complexity of the APSA in detail and then apply a recursive approach proposed for the affine projection algorithm (APA) to the APSA to reduce its computational complexity. Analysis results show that the computational complexity of the APSA with the efficient implementation method is even lower than that of the classical fast affine projection (FAP) algorithm.
A blind adaptive step-size, averaging blind sign algorithm (AS-asign) for,suppression of multiple access interference. (MAI) in direct-sequence/code-division multiple access (DS/CDMA) systems is proposed. It combines ...
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A blind adaptive step-size, averaging blind sign algorithm (AS-asign) for,suppression of multiple access interference. (MAI) in direct-sequence/code-division multiple access (DS/CDMA) systems is proposed. It combines the sign-regressor algorithm and the concept of variable step-size, uses a second least mean square algorithm for the step size of blind averaging sign-regressor algorithm. Simulations indicate that this algorithm yields improvements over similar adaptive step-size algorithm in dynamic environments.
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