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Kernel Recursive Least Squares Algorithm Based on the Nystrom Method With k-Means Sampling
DOI:10.1109/LSP.2020.2972164.png)
Abstract
En 中文
The kernel recursive least squares (KRLS) algorithm is used to improve the convergence rate and filtering accuracy of kernel adaptive filters (KAFs) in the Gaussian noise case. However, the linear growing network size in KRLS poses a huge amount of time and storage consumption. To address this issue, a novel Nystrom kernel recursive least squares (NysKRLS) algorithm is proposed by approximating the Gaussian kernel with the Nystrom method. In addition, the k-means sampling is adopted in NysKRLS to develop another Nystrom kernel recursive least squares with k-means sampling (NysKRLS-KM) algorithm for further improving the approximation accuracy. NysKRLS-KM with a fixed dimensional network structure can achieve significantly better performance than the KAFs based on the stochastic gradient descent (SGD) method, and almost the same performance as KRLS efficiently. MonteCarlo simulations on nonlinear system identification and prediction of real-world data illustrate the superiorities of the proposed NysKRLS-KM algorithm from the aspects of computational and spatial complexity.
Keywords:
Kernel adaptive filters
Nystrom method
kernel recursive least squares
k-means sampling
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