Title :
Performance characteristics of the median LMS adaptive filter
Author :
Williamson, Geoffrey A. ; Clarkson, Peter M. ; Sethares, William A.
Author_Institution :
Dept. of Electr. & Comput. Eng., Illinois Inst. of Technol., Chicago, IL, USA
fDate :
2/1/1993 12:00:00 AM
Abstract :
The median least-mean-square (MLMS) adaptive filter alleviates the problem of degradation of performance when inputs are corrupted by impulsive noise by protecting the filter coefficients from the impact of the impulses. MLMS is obtained from the least mean square (LMS) by applying a median operation to the raw gradient estimates of the mean-squared-error performance surface. The algorithm is analyzed for the class of independent and identically distributed inputs, establishing exponential convergence. The rate of convergence is shown to depend on order statistics of the input but shows little dependence on characteristics of the impulsive interference. Analysis of the steady-state performance indicates a significantly improved performance for MLMS compared to LMS. Analytic predictions for both convergence and steady-state behavior are supported by simulations
Keywords :
adaptive filters; convergence of numerical methods; least squares approximations; random noise; IID inputs; convergence rate; exponential convergence; filter coefficients; impulsive noise; mean-squared-error performance surface; median LMS adaptive filter; median least-mean-square; median operation; raw gradient estimates; steady-state performance; Adaptive filters; Algorithm design and analysis; Convergence; Degradation; Interference; Least squares approximation; Performance analysis; Protection; Statistical distributions; Steady-state;
Journal_Title :
Signal Processing, IEEE Transactions on
