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Constrained least mean square (CLMS) algorithm is the most popular constrained adaptive filtering algorithm due to its simple structure and easy implementation. However, its convergence slows down when the input signal is colored. To address this issue, this paper firstly introduces the normalized subband adaptive filter (NSAF) into the constrained filtering problem and derives a constrained NSAF (CNSAF) algorithm using the Lagrange multiplier method. Benefiting from the good decorrelation capability of the NSAF, the proposed CNSAF algorithm significantly improves the convergence performance of the CLMS algorithm under colored inputs. Then, the mean and mean-square stability of the CNSAF algorithm is analyzed, and the theoretical models to characterize the transient and steady-state mean square deviation (MSD) behaviors of the CNSAF algorithm are derived utilizing the Kronecker product property and vectorization method. Further to extend the CNSAF algorithm to the problem of sparse system identification, a sparse version of the CNSAF algorithm (S-CNSAF) is derived. Finally, the validity of the derived theoretical MSD prediction models and the superiority of the proposed algorithms are confirmed by extensive computer simulations on system identification with colored inputs. [ABSTRACT FROM AUTHOR]

Recently, there has been a strong interest in the minimum error entropy (MEE) criterion derived from information theoretic learning, which is effective in dealing with the multimodal non-Gaussian noise case. However, the kernel function is shift invariant resulting in the MEE criterion being insensitive to the error location. An existing solution is to combine the maximum correntropy (MC) with MEE criteria, leading to the MEE criterion with fiducial points (MEEF). Nevertheless, the algorithms based on the MEEF criterion usually require higher computational complexity. To remedy this problem, an improved MEEF (IMEEF) criterion is devised, aiming to avoid repetitive calculations of the a p o s t e r i o r i error, and an adaptive filtering algorithm based on gradient descent (GD) method is proposed, namely, GD-based IMEEF (IMEEF-GD) algorithm. In addition, we provide the convergence condition in terms of mean sense, along with an analysis of the steady-state and transient behaviors of IMEEF-GD in the mean-square sense. Its computational complexity is also analyzed. Simulation results demonstrate that the computational requirement of our algorithm does not vary significantly with the error sample number and the derived theoretical model is highly consistent with the learning curve. Ultimately, we employ the IMEEF-GD algorithm in tasks such as system identification, wind signal magnitude prediction, temperature prediction, and acoustic echo cancellation (AEC) to validate the effectiveness of the IMEEF-GD algorithm. • We propose an IMEEF criterion for the high computational complexity of the MEEF. • Based on the IMEEF criterion, we derive a gradient-based algorithm. • We analyze the performance of the proposed algorithm based on statistical properties. • The experimental results show that the proposed algorithm has excellent performance. [ABSTRACT FROM AUTHOR]

The complex domain adaptive filtering algorithms has shown excellent performance in the field of signal processing. Among them, the well-known complex least mean square (CLMS) algorithm has been widely used in practical projects. However, the CLMS algorithm only considers the case where the output signal is disturbed by noise, ignores the input signal may also be interfered by noise. Moreover, the signal is likely to be disturbed by impulsive noise in practice. Based on the above problems, the complex total least mean M-estimation (CTLMM) adaptive algorithm based on the M-estimation function is put forward in this paper. The algorithm can well handle the case where both input and output signals are subject to complex domain noise interference, and it also shows robustness with impulsive noise. This paper also analyzes the local stability of the CTLMM algorithm and discuss the theoretical steady-state error of the algorithm. Finally, simulation results verify the advantages of CTLMM algorithm and the rightness of the theoretical analysis. [ABSTRACT FROM AUTHOR]

To enhance the convergence performance of the affine projection sign subband adaptive filter (AP-SSAF) algorithm under highly correlated inputs, the novel AP-SSAF (NAP-SSAF) algorithm was proposed through fully utilizing the decorrelation characteristic of SAF, which obtains quicker convergence behavior than the AP-SSAF algorithm. However, under unknown system identification, the estimation accuracy of the NAP-SSAF algorithm may unavoidably decrease when the input of the adaptive filter is contaminated by noise. To alleviate this issue, in this paper, we propose the bias-compensated NAP-SSAF (BC-NAP-SSAF) algorithm to alleviate the estimated bias through employing unbiasedness criterion. Benefiting from the unbiased criterion, the proposed BC-NAP-SSAF algorithm achieves an asymptotically unbiased estimation. Moreover, the convergence bounds of the proposed BC-NAP-SSAF algorithm in the mean and mean-square senses are provided to ensure stability, which are obtained by resorting to Price's theorem along with some reasonable assumptions. The effectiveness of the derived theoretical convergence bounds is also corroborated. Finally, numerical simulations under system identification and acoustic echo cancellation applications demonstrate that the proposed BC-NAP-SSAF algorithm outperforms other algorithms in terms of estimation accuracy and tracking capability for noisy input under impulsive noise environment. [ABSTRACT FROM AUTHOR]

The distributed estimation performance of multitask diffusion affine projection (AP) algorithm (MD-APA) will be greatly reduced under the impulsive noise interference. To overcome this defect, a robust MD-APA is derived by using M-estimate function (MD-APM) to resist the impulsive noise interference. The mean performance, mean square performance and steady-state performance of MD-APM algorithm are studied, and the convergence range of the step-size and the theoretical steady-state MSD are obtained. In addition, the computational complexity of MD-APM algorithm is analyzed in detail. Simulation experiments show that the proposed MD-APM algorithm has better estimation performance compared with MD-APA and MD-APSA under the impulsive noise interference, and its theoretical steady-state mean square deviation (MSD) can provide accurate prediction. [ABSTRACT FROM AUTHOR]

An adaptive least mean M-estimate algorithm for censored regression (CR-LMM) is presented for the robust parameter estimation of the censored regression system. To correct the bias produced by censored observation, the estimated error derived from the probit regression model is employed to construct an M-estimate cost function. It can expel the adverse impact of the impulsive noise and is solved by the unconstrained optimization method. Furthermore, the robust variable step-size (VSS) strategy, which is also predicted on the robust cost function, is also utilized to improve the convergence performance of the proposed CR-LMM algorithm, i.e., convergence speed and steady-state mean square deviation. The condition which guarantees the CR-LMM algorithm stability is obtained by analyzing the convergence in the mean and mean-square sense, and the theoretical steady-state result is also derived. Computer simulations in system identification scenarios are carried out to demonstrate that the proposed algorithms are superior to the existing algorithms in the impulsive environment with different background noise and the theoretical results are verified. [ABSTRACT FROM AUTHOR]

The adaptive filtering algorithm based on the maximum correntropy criterion (MCC) is very effective in suppressing non-Gaussian noises and therefore attracts widespread attentions. At present, some works have been done for study the convergence and steady-state performance analysis of the MCC algorithm, but its transient performance analysis is still an open problem. To provide a comprehensive theoretical foundation for the MCC algorithm, we propose a method for transient performance analysis based on moment generating function (MGF). Since this method can efficiently calculate the expected value of the exponential term in the iterative update equation, it can avoid the discrepancies caused by introducing some approximation methods such as Taylor expansions in the analysis process. To date, there is no precedent for using this method to analyze the transient performance of the MCC algorithm. In addition, the steady-state performance and stability conditions of the MCC algorithm are discussed based on this method. Finally, the proposed analytical method is applied to the system identification problem, and the results show that the theoretical analysis results are agree well with the Monte Carlo simulation results. [ABSTRACT FROM AUTHOR]

• The TLS-APL algorithm is proposed by using the gradient descent method and the unconstrained optimization method, which solves the problem of overall performance degradation of the APL algorithm in the EIV model. • By using some common assumptions, the local extremum of the TLS-APL algorithm is analyzed. Therefore, the expected parameter is the optimal value of the iterative estimation and fully demonstrates the correctness of the iterative update. • The mean, mean square, and steady-state MSD performance of the TLS-APL algorithm is derived by using the Kronecker product and vec operator respectively. In addition, the fitting effects of theoretical steady-state MSD curves and actual steady-state MSD curves under different parameters are analyzed, which proves the rationality of theoretical derivation. • The VSS method is presented from the maximum decrease of MSD from the current iteration to the next iteration. Compared to the TLS-APL algorithm with a fixed step size, the VSS-TLS-APL algorithm with the VSS method has both fast convergence speed and low steady-state error. In the errors-in-variables (EIV) model, the steady state characteristics of the affine-projection-like (APL) algorithm are poor. Hence, the total least squares APL (TLS-APL) algorithm different from the bias-compensated is proposed, which can reduce the adverse influence of input and output noise on weight update. Then, the local extremum of the TLS-APL algorithm is verified, that is, the expected parameter is the optimal value of the iterative estimation. Moreover, the mean, mean square, and steady-state mean square deviation (MSD) performance of the proposed TLS-APL algorithm are deduced by using the Kronecker product and vec operator, respectively. To balance the convergence characteristics and steady-state characteristics, the step size optimization of the TLS-APL algorithm, namely the variable step size TLS-APL (VSS-TLS-APL) algorithm, is derived from the analysis of MSD. Considering the existence of gradient errors, the fitting effects of theoretical steady-state MSD curves and actual steady-state MSD curves under different parameters are analyzed separately, which proves the rationality of theoretical derivation. In addition, the VSS-TLS-APL algorithm with optimized step size is compared with the TLS-APL algorithm with fixed step size in the application of system identification, and the effect of the variable step size (VSS) is verified. The experiments of system identification and acoustic echo cancelation prove that the VSS-TLS-APL algorithm is superior to the existing known algorithms. [ABSTRACT FROM AUTHOR]

• A novel generalized hyperbolic secant function with l p -norm algorithm is proposed for nonlinear ANC system. • An improved FsGHSFP (IFsGHSFP) algorithm is developed to address the problem of tuning the parameter. • A convex combination algorithm of IFsGHSFP is suggested to strike a balance between convergence and misalignment. In nonlinear active noise control (ANC) system where the primary noise obeys non-Gaussian distribution, the traditional filter-s least mean square (FsLMS) algorithm is hardly satisfactory. In order to surmount this deficiency, a novel generalized hyperbolic secant function with l p norm (FsGHSFP) algorithm is proposed for nonlinear ANC system, which designs a robust optimization criterion utilizing the generalized hyperbolic secant distribution function. The FsGHSFP algorithm has robust noise attenuation capability for non-Gaussian noise, but suffers from the problem of tuning the parameter. To address this problem, an improved FsGHSFP (IFsGHSFP) algorithm is developed by taking advantage of the fact that continuous mixed norm does not need to adjust norm parameter. Moreover, in order to strike a balance between convergence and misalignment, thereby further enhancing the robustness of the ANC system, a convex combination algorithm of IFsGHSFP is suggested. The robustness mechanism of the proposed algorithms is analyzed, as well as stability conditions and computational complexity. It is verified by simulations that the proposed algorithms accelerate the convergence speed and improve the noise attenuation performance. In addition, the experimental results further validate the effectiveness of the proposed algorithms. [ABSTRACT FROM AUTHOR]

• To overcome the conflict that the adaptive regularized complex-valued NLMS algorithms cannot have optimal performance when the regularization parameter is large or small, a widely linear complex-valued NLMS algorithm with the variable regularization parameter (VRP-WL-CNLMS) is proposed in this paper. • We provide the analysis of the transient and steady-state behaviors of the proposed algorithm. • Numerical simulations illustrate the superior performance of the VRP-WL-CNLMS algorithm and the validity of the theoretical analysis. To overcome the conflict that the adaptive regularized complex-valued NLMS algorithms cannot have optimal performance when the regularization parameter is large or small, a widely linear complex-valued NLMS algorithm with the variable regularization parameter (VRP-WL-CNLMS) is proposed in this paper. The proposed algorithm can adaptively change the regularized parameter by exploiting a time-varying parameter that is obtained via making the power of noise-free a posteriori error minimum. A proper estimated method is provided to compute the power of the measured noise when the noise is unknown, and the moving-average method is employed to update the regularized parameter for avoiding large fluctuations. Then we provide the analysis of the transient and steady-state (TAS) behaviors of the proposed algorithm. Simulation results with different input signals illustrate that the VRP-WL-CNLMS algorithm has better advantages than other algorithms, and verify the theoretical validity of TAS analysis of the proposed algorithm in the system identification (SI) environment. Finally, the experimental results of wind prediction show that the predicted value of the proposed algorithm has a smaller error value with the original signal than the WL-CNLMS algorithm and can predict the signal better that can support the superiority of the proposed algorithm as well. [ABSTRACT FROM AUTHOR]

• We first propose the constrained recursive least M-estimate (CRLM) algorithm by introducing the MHF into the cost function of CRLS, which is robust to impulsive noise. Further, an enhanced version of the CRLM algorithm, namely RCRLM algorithm was also derived to eliminate the round-off error caused by long input data sequence. • The computational complexity analysis of the proposed algorithms is given and compared with some other constrained algorithms. • Based on some simplified assumptions, we analyze the mean and mean square stability and theoretical transient and steady state behaviors under contaminated-Gaussian (CG) noise model. • Finally, the validity of theoretical analysis results is proved by linear system identification simulation. Further, the application of beamforming also shows the superior performance of the proposed RCRLM algorithm. Recently, the constrained adaptive filtering algorithms with strong robustness to non-Gaussian noise have been widely studied. Among them, the robust constrained least mean M-estimate (CLMM) algorithm has significant performance in the background of impulse noise base on the well anti-impulse noise characteristic of the M-estimate function. However, there is an irreconcilable contradiction between the steady-state error and the convergence rate of CLMM. To solve this contradiction, this paper introduces the modified Huber function (MHF) into the constrained recursive least squares (CRLS) algorithm and develops the constrained recursive least M-estimate (CRLM) algorithm, which fully combines the superior convergence performance of CRLS and the anti-impulse noise characteristic of the MHF. We furthermore propose an enhanced version of the CRLM, namely robust CRLM (RCRLM), which is robust to round-off error. Then, We analyze the mean and mean square stability and transient, steady-state NMSD of the proposed RCRLM algorithm under some simplified assumptions. Simulation results in various non-Gaussian noise scenarios show that the proposed RCRLM is superior to some existing constraint algorithms in terms of convergence speed, steady-state error and tracking ability, and the theoretical analysis results are also verified. [ABSTRACT FROM AUTHOR]

To solve the problem that the performance of maximum total correntropy (MTC) algorithm is limited by kernel width, a more flexible algorithm called maximum mixture total correntropy (MMTC) is proposed in this brief, which is derived by combining the mixture correntropy (MC) and total least square (TLS) method. Then, the local mean and mean square performance of the MMTC algorithm are analyzed in detail under some simplifying assumptions, the stable step size range and theoretical steady-state MSD expression are also given. Numerical simulations exhibit that the MMTC performs better than MTC for the parameter estimation of the error-in-variable (EIV) model in the background of impulse noise, the validity of the theoretical analysis is also verified. [ABSTRACT FROM AUTHOR]

• In this paper, we analyze the transient performance of the geometric algebra based least mean M-estimate (GA-LMM) filtering algorithm in detail under some simplifying assumptions and give the step size range that ensure the mean square stability of the GA-LMM. Further, to eliminate the constraint of the constant step size on the performance of the GA-LMM, a novel variable step-size algorithm called VSS-GA-LMM is designed and the optimal step size is obtained by maximizing the difference of mean square deviation (MSD) between successive iterations, which effectively balances the contradiction between convergence rate and steady-state error. • The validity of the transient performance analysis about GA-LMM and the advantages of the GA-LMM and VSS-GA-LMM algorithms over other existing GA based algorithms are confirmed through numerical simulations. In this paper, the transient performance of the geometric algebra based least mean M-estimate (GA-LMM) filtering algorithm is analyzed in detail under some simplifying assumptions. Further, the variable step-size variant VSS-GA-LMM is designed to eliminate the constraint of the constant step size on the performance of the GA-LMM and the optimal step size is obtained by maximizing the difference of mean square deviation (MSD) between successive iterations, which effectively balances the contradiction between convergence rate and steady-state error. Finally, numerical simulations are presented to verify the validity of the theoretical analysis of the GA-LMM and the advantages of the GA-LMM and VSS-GA-LMM algorithms. [ABSTRACT FROM AUTHOR]