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Projected Kernel Least Mean p-Power Algorithm: Convergence Analyses and Modifications

delete2020-10-01
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OA
AI
J
Ji Zhao
张红斌 cover
张红斌 (Hongbin Zhang) *
G
Gang Wang
张健 cover
张健 (J. Andrew Zhang)
DOI:10.1109/TCSI.2020.2993840delete
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Abstract

Abstract

En 中文
Sparsified kernel adaptive filters (SKAFs) is an attractive filtering solution with low memory and computational complexity. Most of existing SKAFs are based on the mean square error (MSE) criterion under Gaussian noise assumption for its simplicity and convenience. When the assumption deviates largely from the underlying truth, the performance of these methods could degrade significantly. In this paper, we propose a novel SKAF, named as projected kernel least mean ppower algorithm (PKLMP), based on the mean p-power error (MPE) criterion and vector projection (VP) method. We provide convergence analyses in terms of the stead-state MSE, based on a Taylor expansion method, and derive the lower and upper bounds for the steady-state excess MSE. We also conduct mean convergence analysis for PKLMP, and derive convergence conditions. To exploit the information in the desired outputs, we further derive a modified PKLMP by smoothing the desired signal. Finally, a simple and effective online variable kernel centers strategy is proposed to improve the filtering performance of the proposed KAFs. Simulation results under a static function estimation, a chaotic time-series prediction, and two real-world time-series predictions are conducted and validate the effectiveness of the proposed PKLMP algorithms.
Keywords:
Sparsification
smoothed output
variable center
Kernel adaptive filter
least mean p-power
convergence analysis

Journal

IEEE Transactions on Circuits and Systems I-Regular Papers cover
IEEE Transactions on Circuits and Systems I-Regular Papers
IF:
5.2
Papers:
9.7K
Citations:
2.2W

Organization

U
university of technology sydney
Scholars:
1.6W
Papers: 2.0W
Citations: 25