Title :
Robustness of the Filtered-X LMS Algorithm— Part II: Robustness Enhancement by Minimal Regularization for Norm Bounded Uncertainty
Author :
Fraanje, Rufus ; Elliott, Stephen J. ; Verhaegen, Michel
Author_Institution :
Delft Univ. of Technol., Delft
Abstract :
The relationship between the regularization methods proposed in the literature to increase the robustness of the filtered-X LMS (FXLMS) algorithm is discussed. It is shown that the existing methods are special cases of a more general robust FXLMS algorithm in which particular filters determine the type of regularization. Based on the analysis by Fraanje, Verhaegen, and Elliott [ldquorobustness of the filtered-X LMS algorithm - part I: necessary conditions for convergence and the asymptotic pseudospectrum of Toeplitz Matricesrdquo of this issue], regularization filters are designed that guarantee that the strictly positive real conditions for asymptotic convergence or noncritical behavior are just satisfied for all uncertain systems contained in a particular norm bounded set.
Keywords :
convergence of numerical methods; filtering theory; least mean squares methods; asymptotic convergence; effort weighting; filtered-X LMS algorithm; minimal regularization; model uncertainty; norm bounded uncertainty; output weighting; regularization filters; robustness enhancement; Convergence; Cost function; Error correction; Filters; Frequency; Least squares approximation; Robust control; Robustness; Uncertainty; Weight control; Effort weighting; filtered-x LMS (FXLMS); leaky; model uncertainty; output weighting;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2007.896086