Title :
Robust Regularization for Normalized LMS Algorithms
Author :
Choi, Young-Seok ; Shin, Hyun-Chool ; Song, Woo-Jin
Author_Institution :
Div. of Electr. & Comput. Eng., Pohang Inst. of Sci. & Technol.
Abstract :
We present a novel normalized least mean square (NLMS) algorithm with robust regularization. The proposed algorithm dynamically updates the regularization parameter that is fixed in the conventional epsi-NLMS algorithms. By exploiting the gradient descent direction we derive a computationally efficient and robust update scheme for the regularization parameter. Through experiments we demonstrate that the proposed algorithm outperforms conventional NLMS algorithms in terms of the convergence rate and the misadjustment error
Keywords :
least mean squares methods; signal processing; gradient descent direction; normalized least mean square algorithm; regularization parameter; robust regularization; Adaptive algorithm; Biomedical computing; Biomedical engineering; Convergence; Helium; Heuristic algorithms; Least squares approximation; Robustness; Terminology; Vectors; Normalized gradient; normalized least mean square (NLMS); regularization parameter;
Journal_Title :
Circuits and Systems II: Express Briefs, IEEE Transactions on
DOI :
10.1109/TCSII.2006.877280