Title :
A class of order statistic LMS algorithms
Author :
Haweel, Tarek I. ; Clarkson, Peter M.
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., Illinois Inst. of Technol., Chicago, IL, USA
fDate :
1/1/1992 12:00:00 AM
Abstract :
Conventional gradient-based adaptive filters, as typified by the well-known LMS algorithm, use an instantaneous estimate of the error-surface gradient to update the filter coefficients. Such a strategy leaves the algorithm extremely vulnerable to impulsive interference. A class of adaptive algorithms employing order statistic filtering of the sampled gradient estimates is presented. These algorithms, dubbed order statistic least mean squares (OSLMS), are designed to facilitate adaptive filter performance close to the least squares optimum across a wide range of input environments from Gaussian to highly impulsive. Three specific OSLMS filters are defined: the median LMS, the average LMS, and the trimmed-mean LMS. The properties of these algorithms are investigated and the potential for improvement demonstrated. Finally, a general adaptive OSLMS scheme in which the nature of the order-statistic operator is also adapted in response to the statistics of the input signal is presented. It is shown that this can facilitate performance gains over a wide range of input data types
Keywords :
adaptive filters; digital filters; filtering and prediction theory; least squares approximations; signal processing; Gaussian interference; adaptive algorithms; adaptive filters; average LMS; digital filters; error-surface gradient; filter coefficients; impulsive interference; input data; input signal statistics; median LMS; order statistic LMS algorithms; order statistic filtering; order statistic least mean squares; sampled gradient estimates; signal processing; trimmed-mean LMS; Adaptive algorithm; Adaptive filters; Algorithm design and analysis; Error correction; Filtering; Interference; Least squares approximation; Least squares methods; Performance gain; Statistics;
Journal_Title :
Signal Processing, IEEE Transactions on