Abstract:Herein, we propose a normalized subband adaptive filter (NSAF) algorithm that adjusts both the step size and regularization parameter. Based on the random-walk model, the proposed algorithm is derived by minimizing the mean-square deviation of the NSAF at each iteration to calculate the optimal parameters. We also propose a method for estimating the uncertainty in an unknown system. Consequently, the proposed algorithm improves performance in terms of tracking speed and misalignment. Simulation results show th… Show more
“…which is known as the joint-optimization approach [15,17,24]. Both Equations ( 20) and ( 21) produced the same result, as follows:…”
Section: Proposed Nlms Algorithmmentioning
confidence: 88%
“…We considered that the unknown system vector w o (n) at index n had the following model [15][16][17]:…”
Section: Msd Analysis Of the Nlms Algorithm Using The Random Walk Modelmentioning
confidence: 99%
“…To obtain the MSD of the NLMS algorithm at index n, we considered the following three assumptions [17,[19][20][21][22][23]: Assumption 1. The signals v(n), u(n), q(n), and w(n − 1) are statistically independent.…”
Section: Msd Analysis Of the Nlms Algorithm Using The Random Walk Modelmentioning
In this paper, we propose a novel normalized least mean squares (NLMS) algorithm for system identification applications. Our approach involves analyzing the mean squared deviation performance of the NLMS algorithm using a random walk model to select two optimal parameters, the step size and regularization parameters, for the rapid convergence of the colored input signals. We verified that the proposed algorithm exhibited faster convergence than existing algorithms, even in scenarios of sudden system changes.
“…which is known as the joint-optimization approach [15,17,24]. Both Equations ( 20) and ( 21) produced the same result, as follows:…”
Section: Proposed Nlms Algorithmmentioning
confidence: 88%
“…We considered that the unknown system vector w o (n) at index n had the following model [15][16][17]:…”
Section: Msd Analysis Of the Nlms Algorithm Using The Random Walk Modelmentioning
confidence: 99%
“…To obtain the MSD of the NLMS algorithm at index n, we considered the following three assumptions [17,[19][20][21][22][23]: Assumption 1. The signals v(n), u(n), q(n), and w(n − 1) are statistically independent.…”
Section: Msd Analysis Of the Nlms Algorithm Using The Random Walk Modelmentioning
In this paper, we propose a novel normalized least mean squares (NLMS) algorithm for system identification applications. Our approach involves analyzing the mean squared deviation performance of the NLMS algorithm using a random walk model to select two optimal parameters, the step size and regularization parameters, for the rapid convergence of the colored input signals. We verified that the proposed algorithm exhibited faster convergence than existing algorithms, even in scenarios of sudden system changes.
“…Adaptive filtering algorithms are attracting considerable interest in numerous signal processing fields [1], [2], [3], [4], [5]. And due to the simple structure and implementation, the least mean square (LMS) and normalized least mean square (NLMS) algorithms have already gained broad application [6], [7].…”
The affine projection algorithm with a fixed regularization parameter is subject to a compromise concerning the convergence speed and steady-state misalignment. To address this problem, we propose to employ a variable mixing factor to adaptively combine two different regularization factors in an attempt to put together the best properties of them. The selection of the mixing factor is derived by minimizing the energy of the noise-free a posteriori error, and for the sake of suppressing large fluctuations, a movingaverage method is designed for updating the mixing factor. Based on a random walk model, we also prove that the proposed mixing factor is as well available for the non-stationary system. The mathematical analysis including the stability performance, steady-state mean square error, and computational complexity are performed. In practice, we compare with the existing related algorithms in system identification and echo cancellation scenarios, the results illustrate that the proposed algorithm outperforms them with notable margins.
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