A novel kurtosis driven variable step-size adaptive algorithm

Author

Pazaitis, Dimitrios I. ; Constantinides, A.G.

Author_Institution

IMEC, Leuven, Belgium

Volume

47

Issue

3

fYear

1999

fDate

3/1/1999 12:00:00 AM

Firstpage

864

Lastpage

872

Abstract

A new variable step-size LMS filter is introduced. The time-varying step-size sequence is adjusted, utilizing the kurtosis of the estimation error, therefore reducing performance degradation due to the existence of strong noise. The convergence properties of the algorithm are analyzed, and an adaptive kurtosis estimator that takes into account noise statistics and optimally adapts itself is also presented. Simulation results confirm the algorithm´s improved performance and flexibility

Keywords

Gaussian noise; adaptive filters; adaptive signal processing; convergence of numerical methods; filtering theory; higher order statistics; least mean squares methods; Gaussian noise; LMS filter; adaptive kurtosis estimator; adaptive signal processing; convergence properties; estimation error kurtosis; fourth-order cumulant; noise statistics; performance; simulation results; time-varying step-size sequence; variable step-size adaptive algorithm; Adaptive algorithm; Adaptive filters; Adaptive signal processing; Equations; Filtering algorithms; Least squares methods; Numerical stability; Signal processing; Signal processing algorithms; Transversal filters;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.747793

Filename

747793