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We introduce a novel family of adaptive filtering algorithms based on a relative logarithmic cost. The new family intrinsically combines the higher and lower order measures of the error into a single continuous update based on the error…

Machine Learning · Computer Science 2015-06-18 Muhammed O. Sayin , N. Denizcan Vanli , Suleyman S. Kozat

The so-called constrained least mean-square algorithm is one of the most commonly used linear-equality-constrained adaptive filtering algorithms. Its main advantages are adaptability and relative simplicity. In order to gain analytical…

Systems and Control · Computer Science 2015-02-26 Reza Arablouei , Kutluyıl Doğançay , Stefan Werner

We consider adaptive system identification problems with convex constraints and propose a family of regularized Least-Mean-Square (LMS) algorithms. We show that with a properly selected regularization parameter the regularized LMS provably…

Methodology · Statistics 2010-12-24 Yilun Chen , Yuantao Gu , Alfred O. Hero

In this research, a novel adaptive filtering algorithm is proposed for complex domain signal processing. The proposed algorithm is based on Wirtinger calculus and is called as q-Complex Least Mean Square (q-CLMS) algorithm. The proposed…

Information Theory · Computer Science 2021-10-12 Alishba Sadiq , Imran Naseem , Shujaat Khan , Muhammad Moinuddin , Roberto Togneri , Mohammed Bennamoun

Constrained adaptive filtering algorithms inculding constrained least mean square (CLMS), constrained affine projection (CAP) and constrained recursive least squares (CRLS) have been extensively studied in many applications. Most existing…

Machine Learning · Statistics 2016-12-15 Siyuan Peng , Badong Chen , Lei Sun , Zhiping Lin , Wee Ser

In order to improve the performance of Least Mean Square (LMS) based system identification of sparse systems, a new adaptive algorithm is proposed which utilizes the sparsity property of such systems. A general approximating approach on…

Information Theory · Computer Science 2015-06-15 Yuantao Gu , Jian Jin , Shunliang Mei

As one of the recently proposed algorithms for sparse system identification, $l_0$ norm constraint Least Mean Square ($l_0$-LMS) algorithm modifies the cost function of the traditional method with a penalty of tap-weight sparsity. The…

Information Theory · Computer Science 2015-06-04 Guolong Su , Jian Jin , Yuantao Gu , Jian Wang

The proportionate normalized least mean square (PNLMS) algorithm and its variants are by far the most popular adaptive filters that are used to identify sparse systems. The convergence speed of the PNLMS algorithm, though very high…

Information Theory · Computer Science 2015-07-13 Rajib Lochan Das , Mrityunjoy Chackraborty

In this paper, a new family of proportionate normalized least mean square (PNLMS) adaptive algorithms that improve the performance of identifying block-sparse systems is proposed. The main proposed algorithm, called block-sparse PNLMS…

Information Theory · Computer Science 2015-12-01 Jianming Liu , Steven L. Grant

Sparse adaptive filtering has gained much attention due to its wide applicability in the field of signal processing. Among the main algorithm families, sparse norm constraint adaptive filters develop rapidly in recent years. However, when…

Systems and Control · Computer Science 2015-09-29 Yong Feng , Fei Chen , Rui Zeng , Jiasong Wu , Huazhong Shu

The learning speed of an adaptive algorithm can be improved by properly constraining the cost function of the adaptive algorithm. Besides, the stabilization of the NCLMF algorithm is more complicated, whose stability depends solely on the…

Systems and Control · Computer Science 2018-05-04 Sihai Guan , Zhi Li

In order to improve the performance of least mean square (LMS)-based adaptive filtering for identifying block-sparse systems, a new adaptive algorithm called block-sparse LMS (BS-LMS) is proposed in this paper. The basis of the proposed…

Information Theory · Computer Science 2015-10-28 Shuyang Jiang , Yuantao Gu

In this paper, we propose an adaptive framework for the variable step size of the fractional least mean square (FLMS) algorithm. The proposed algorithm named the robust variable step size-FLMS (RVSS-FLMS), dynamically updates the step size…

Optimization and Control · Mathematics 2017-11-15 Shujaat Khan , Muhammad Usman , Imran Naseem , Roberto Togneri , Mohammed Bennamoun

An adaptive filter is defined as a digital filter that has the capability of self adjusting its transfer function under the control of some optimizing algorithms. Most common optimizing algorithms are Least Mean Square (LMS) and Recursive…

Systems and Control · Computer Science 2017-06-06 Saurabh R. Prasad , Bhalchandra B. Godbole

We introduce a probabilistic approach to the LMS filter. By means of an efficient approximation, this approach provides an adaptable step-size LMS algorithm together with a measure of uncertainty about the estimation. In addition, the…

Machine Learning · Statistics 2016-04-11 Jesus Fernandez-Bes , Víctor Elvira , Steven Van Vaerenbergh

Recursive least squares (RLS) is derived as the recursive minimizer of the least-squares cost function. Moreover, it is well known that RLS is a special case of the Kalman filter. This work presents the Kalman filter least squares (KFLS)…

Systems and Control · Electrical Eng. & Systems 2024-04-18 Brian Lai , Dennis S. Bernstein

In the last decade, a considerable research effort has been devoted to developing adaptive algorithms based on kernel functions. One of the main features of these algorithms is that they form a family of universal approximation techniques,…

Signal Processing · Electrical Eng. & Systems 2018-08-21 A. Flores , R. C. de Lamare

In this paper, the recursive least squares (RLS) algorithm is considered in the sparse system identification setting. The cost function of RLS algorithm is regularized by a $p$-norm-like ($0 \leq p \leq 1$) constraint of the estimated…

Information Theory · Computer Science 2023-12-12 Shuyang Jiang , Kung Yao

Performance analysis of $l_0$ norm constrained Recursive least Squares (RLS) algorithm is attempted in this paper. Though the performance pretty attractive compared to its various alternatives, no thorough study of theoretical analysis has…

Information Theory · Computer Science 2016-02-11 Samrat Mukhopadhyay , Bijit Kumar Das , Mrityunjoy Chakraborty

In this paper, we propose a novel leaky least mean square (leaky LMS, LLMS) algorithm which employs a p-norm-like constraint to force the solution to be sparse in the application of system identification. As an extension of the LMS…

Systems and Control · Computer Science 2015-03-06 Yong Feng , Rui Zeng , Jiasong Wu
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