Title :
Trimmed affine projection algorithms
Author :
Badong Chen ; Xiaohan Yang ; Hong Ji ; Hua Qu ; Nanning Zheng ; Principe, Jose C.
Author_Institution :
Sch. of Electron. & Inf. Eng., Xi´an Jiaotong Univ., Xi´an, China
Abstract :
The least trimmed squares (LTS) estimator is a robust estimator as it can avoid undue influence from outliers. The exact solution of the LTS estimation is however hard to And and if the number of data is large then the method is unfeasible. In this work, we apply the LTS criterion to adaptive filtering and develop the trimmed affine projection algorithm (TAPA) and kernel trimmed affine projection algorithm (KTAPA). The proposed adaptive algorithms are very robust to outliers and have low computational complexity. Simulation results conflrm their excellent and robust performance.
Keywords :
adaptive filters; least squares approximations; regression analysis; KTAPA; LTS criterion; LTS estimation; TAPA; adaptive filtering; computational complexity; kernel trimmed affine projection algorithm; least trimmed squares estimation; trimmed affine projection algorithms; Convergence; Kernel; Noise; Projection algorithms; Robustness; Testing; Vectors; Least trimmed squares (LTS) estimator; affine projection algorithm (APA); kernel affine projection algorithm (KAPA);
Conference_Titel :
Neural Networks (IJCNN), 2014 International Joint Conference on
Conference_Location :
Beijing
Print_ISBN :
978-1-4799-6627-1
DOI :
10.1109/IJCNN.2014.6889751