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Conjugate Gradient Adaptive Learning with Tukey's Biweight M-Estimate

Machine Learning 2022-03-22 v1

Abstract

We propose a novel M-estimate conjugate gradient (CG) algorithm, termed Tukey's biweight M-estimate CG (TbMCG), for system identification in impulsive noise environments. In particular, the TbMCG algorithm can achieve a faster convergence while retaining a reduced computational complexity as compared to the recursive least-squares (RLS) algorithm. Specifically, the Tukey's biweight M-estimate incorporates a constraint into the CG filter to tackle impulsive noise environments. Moreover, the convergence behavior of the TbMCG algorithm is analyzed. Simulation results confirm the excellent performance of the proposed TbMCG algorithm for system identification and active noise control applications.

Keywords

Cite

@article{arxiv.2203.10205,
  title  = {Conjugate Gradient Adaptive Learning with Tukey's Biweight M-Estimate},
  author = {Lu Lu and Yi Yu and Rodrigo C. de Lamare and Xiaomin Yang},
  journal= {arXiv preprint arXiv:2203.10205},
  year   = {2022}
}

Comments

16 pages, 6 figures

R2 v1 2026-06-24T10:18:55.058Z