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A novel adaptive filtering method called $q$-Volterra least mean square ($q$-VLMS) is presented in this paper. The $q$-VLMS is a nonlinear extension of conventional LMS and it is based on Jackson's derivative also known as $q$-calculus. In…

Optimization and Control · Mathematics 2019-08-08 Muhammad Usman , Muhammad Sohail Ibrahim , Jawwad Ahmad , Syed Saiq Hussain , Muhammad Moinuddin

In this letter, we analyze, two properties, the local and the global robustness of the set-membership normalized least mean square (SM-NLMS) algorithm. We will show that the SM-NLMS algorithm has l2-stability. Indeed, the SM-NLMS algorithm…

Signal Processing · Electrical Eng. & Systems 2020-01-14 Rajab Shabaani

In this paper, we propose an adaptive framework for the variable power of the fractional least mean square (FLMS) algorithm. The proposed algorithm named as robust variable power FLMS (RVP-FLMS) dynamically adapts the fractional power of…

Optimization and Control · Mathematics 2017-02-07 Jawwad Ahmad , Muhammad Usman , Shujaat Khan , Imran Naseem , Hassan Jamil Syed

To overcome the tradeoff of the conventional normalized least mean square (NLMS) algorithm between fast convergence rate and low steady-state misalignment, this paper proposes a variable step size (VSS) NLMS algorithm by devising a new…

Systems and Control · Computer Science 2015-04-22 Yi Yu , Haiquan Zhao

When the input signal is correlated input signals, and the input and output signal is contaminated by Gaussian noise, the total least squares normalized subband adaptive filter (TLS-NSAF) algorithm shows good performance. However, when it…

Signal Processing · Electrical Eng. & Systems 2023-07-21 Haiquan Zhao , Zian Cao , Yida Chen

An interference-normalised least mean square (INLMS) algorithm for robust adaptive filtering is proposed. The INLMS algorithm extends the gradient-adaptive learning rate approach to the case where the signals are non-stationary. In…

Systems and Control · Computer Science 2016-02-29 Jean-Marc Valin , Iain B. Collings

The Voronoi Covariance Measure of a compact set K of R^d is a tensor-valued measure that encodes geometric information on K and which is known to be resilient to Hausdorff noise but sensitive to outliers. In this article, we generalize this…

Computational Geometry · Computer Science 2015-11-05 Louis Cuel , Jacques-Olivier Lachaud , Quentin Mérigot , Boris Thibert

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

We consider regularized support vector machines (SVMs) and show that they are precisely equivalent to a new robust optimization formulation. We show that this equivalence of robust optimization and regularization has implications for both…

Machine Learning · Computer Science 2010-02-25 Huan Xu , Constantine Caramanis , Shie Mannor

In this paper we consider the issue of reliability of measurements in distributed adaptive estimation problem. To this aim, we assume a sensor network with different observation noise variance among the sensors and propose new estimation…

Systems and Control · Computer Science 2015-07-27 Wael M. Bazzi , Amir Rastegarnia , Azam Khalili

A simple nonlinear system modeling algorithm designed to work with limited \emph{a priori }knowledge and short data records, is examined. It creates an empirical Volterra series-based model of a system using an $l_{q}$-constrained least…

Systems and Control · Computer Science 2018-04-20 P. Śliwiński , A. Marconato , P. Wachel , G. Birpoutsoukis

The diffusion least-mean square (dLMS) algorithms have attracted much attention owing to its robustness for distributed estimation problems. However, the performance of such filters may change when they are implemented for suppressing…

Systems and Control · Computer Science 2017-08-09 Lu Lu , Haiquan Zhao

The panel data regression models have gained increasing attention in different areas of research including but not limited to econometrics, environmental sciences, epidemiology, behavioral and social sciences. However, the presence of…

Methodology · Statistics 2020-11-24 Beste Hamiye Beyaztas , Soutir Bandyopadhyay

The second-order Volterra (SOV) filter is a powerful tool for modeling the nonlinear system. The Geman-McClure estimator, whose loss function is non-convex and has been proven to be a robust and efficient optimization criterion for learning…

Systems and Control · Computer Science 2018-10-10 Lu Lu , Wenyuan Wang , Xiaomin Yang , Wei Wu , Guangya Zhu

The Kalman filter is ubiquitous for state space models because of its desirable statistical properties, ease of implementation, and generally good performance. However, it can perform poorly in the presence of outliers, or measurements with…

Systems and Control · Electrical Eng. & Systems 2025-02-26 Michael J. Walsh

The autocovariance least squares (ALS) method is a computationally efficient approach for estimating noise covariances in Kalman filters without requiring specific noise models. However, conventional ALS and its variants rely on the classic…

Optimization and Control · Mathematics 2026-03-10 Jiahong Li , Fang Deng

The singular value decomposition (SVD) is a crucial tool in machine learning and statistical data analysis. However, it is highly susceptible to outliers in the data matrix. Existing robust SVD algorithms often sacrifice speed for…

Machine Learning · Statistics 2024-02-16 Sangil Han , Kyoowon Kim , Sungkyu Jung

In this study, we investigated the stability of dynamic mode decomposition (DMD) algorithms to noisy data. To achieve a stable DMD algorithm, we applied the truncated total least squares (T-TLS) regression and optimal truncation level…

Machine Learning · Computer Science 2021-11-08 Yuya Ohmichi , Yosuke Sugioka , Kazuyuki Nakakita

Understanding simplicity biases in deep learning offers a promising path toward developing reliable AI. A common metric for this, inspired by Boolean function analysis, is average sensitivity, which captures a model's robustness to…

Machine Learning · Computer Science 2026-02-10 Themistoklis Haris , Zihan Zhang , Yuichi Yoshida

We develop a divergence-minimization (DM) framework for robust and efficient inference in latent-mixture models. By optimizing a residual-adjusted divergence, the DM approach recovers EM as a special case and yields robust alternatives…

Statistics Theory · Mathematics 2025-11-25 Lei Li , Anand N. Vidyashankar
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