Stochastic Behavior of the Nonnegative Least Mean Fourth Algorithm for Stationary Gaussian Inputs and Slow Learning

Some system identification problems impose nonnegativity constraints on the parameters to estimate due to inherent physical characteristics of the unknown system. The nonnegative least-mean-square (NNLMS) algorithm and its variants allow to address this problem in an online manner. A nonnegative least mean fourth (NNLMF) algorithm has been recently proposed to improve the performance of these algorithms in cases where the measurement noise is not Gaussian. This paper provides a first theoretical analysis of the stochastic behavior of the NNLMF algorithm for stationary Gaussian inputs and slow learning. Simulation results illustrate the accuracy of the proposed analysis.Comment: 11 pages, 8 figures, submitted for publicatio

A Novel Family of Adaptive Filtering Algorithms Based on The Logarithmic Cost

We introduce a novel family of adaptive filtering algorithms based on a relative logarithmic cost. The new family intrinsically combines the higher and lower order measures of the error into a single continuous update based on the error amount. We introduce important members of this family of algorithms such as the least mean logarithmic square (LMLS) and least logarithmic absolute difference (LLAD) algorithms that improve the convergence performance of the conventional algorithms. However, our approach and analysis are generic such that they cover other well-known cost functions as described in the paper. The LMLS algorithm achieves comparable convergence performance with the least mean fourth (LMF) algorithm and extends the stability bound on the step size. The LLAD and least mean square (LMS) algorithms demonstrate similar convergence performance in impulse-free noise environments while the LLAD algorithm is robust against impulsive interferences and outperforms the sign algorithm (SA). We analyze the transient, steady state and tracking performance of the introduced algorithms and demonstrate the match of the theoretical analyzes and simulation results. We show the extended stability bound of the LMLS algorithm and analyze the robustness of the LLAD algorithm against impulsive interferences. Finally, we demonstrate the performance of our algorithms in different scenarios through numerical examples.Comment: Submitted to IEEE Transactions on Signal Processin

Discrete-time variance tracking with application to speech processing

Two new discrete-time algorithms are presented for tracking variance and reciprocal variance. The closed loop nature of the solutions to these problems makes this approach highly accurate and can be used recursively in real time. Since the Least-Mean Squares (LMS) method of parameter estimation requires an estimate of variance to compute the step size, this technique is well suited to applications such as speech processing and adaptive filtering