A New Robust Variable Step-Size NLMS Algorithm

A new framework for designing robust adaptive filters is introduced. It is based on the optimization of a certain cost function subject to a time-dependent constraint on the norm of the filter update. Particularly, we present a robust variable step-size NLMS algorithm which optimizes the square of the a posteriori error. We also show the link between the proposed algorithm and another one derived using a robust statistics approach. In addition, a theoretical model for predicting the transient and steady-state behavior and a proof of almost sure filter convergence are provided. The algorithm is then tested in different environments for system identification and acoustic echo cancelation applications.

• Type: Journal
• Year: 2008
• Where: TSP
• Authors: Leonardo Rey Vega, Hernan Rey, Jacob Benesty, Sara Tressens
• Keywords: Algorithm, Certain Cost Function, Robust Adaptive Filters, TSP 2008