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Mean square convergence analysis for kernel least mean square algorithm

delete2012-11-01
delete43
PRE
AI
B
Badong Chen *
S
Songlin Zhao
P
Pingping Zhu
J
José C. Prı́ncipe
DOI:10.1016/j.sigpro.2012.04.007delete
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Abstract

Abstract

En 中文
In this paper, we study the mean square convergence of the kernel least mean square (KLMS). The fundamental energy conservation relation has been established in feature space. Starting from the energy conservation relation, we carry out the mean square convergence analysis and obtain several important theoretical results, including an upper bound on step size that guarantees the mean square convergence, the theoretical steady-state excess mean square error (EMSE), an optimal step size for the fastest convergence, and an optimal kernel size for the fastest initial convergence. Monte Carlo simulation results agree with the theoretical analysis very well. (c) 2012 Elsevier B.V. All rights reserved.
Keywords:
Kernel adaptive filter
Kernel least mean square
Energy conservation relation
Mean square convergence

Journal

Signal Processing cover
Signal Processing
IF:
3.6
Papers:
9.9K
Citations:
1.7W

Organization

State University System of Florida cover
State University System of Florida
Scholars:
12.7W
Papers: 10.9W
Citations: 130