Proportionate-type NLMS algorithms based on maximization of the joint conditional PDF for the weight deviation vector

In this paper, we present a proportionate-type normalized least mean square algorithm which operates by choosing adaptive gains at each time step in a manner designed to maximize the joint conditional probability that the next-step coefficient estimates reach their optimal values. We compare and show that the performance of the joint maximum conditional probability density function (PDF) one-step algorithm is superior to the proportionate normalized least mean square algorithm when operating on a sparse impulse response. We also show that the new algorithm is superior to a previously introduced algorithm which assumed that the conditional PDF could be represented by the product of the marginal conditional PDFs, i.e., that the weight deviations are mutually conditionally independent.