ROBUSTNESS ANALYSIS OF THE DATA-SELECTIVE VOLTERRA NLMS ALGORITHM

Recently, the data-selective adaptive Volterra filters have been proposed;however, up to now, there are not any theoretical analyses on its behavior rather than numerical simulations. Therefore, in this paper, we analyze the robustness (in the sense of l_2-stability) of the data-selective Volterra normalized least-mean-square (DSVNLMS) algorithm. First, we study the local robustness of this algorithm at any iteration, then we propose a global bound for the error/discrepancy in the coefficient vector. Also, we demonstrate that the DS-VNLMS algorithm improves the parameter estimation for the majority of the iterations that an update is implemented. Moreover, we also prove that if the noise bound is known, then we can set the DS-VNLMS so that it never degrades the estimate. The simulation results corroborate the validity of the executed analysis and demonstrate that the DS-VNLMS algorithm is robust against noise, no matter how its parameters are adopted

Data Censoring with Set-Membership Affine Projection Algorithm

In this paper, the set-membership affine projection (SM-AP) algorithm is utilized to censor non-informative data in big data applications. To this end, the probability distribution of the additive noise signal and the excess of the mean-squared error (EMSE) in steady-state are employed in order to estimate the threshold parameter of the single threshold SM-AP (ST-SM-AP) algorithm aiming at attaining the desired update rate. Furthermore, by defining an acceptable range for the error signal, the double threshold SM-AP (DT-SM-AP) algorithm is proposed to detect very large errors due to the irrelevant data such as outliers. The DT-SM-AP algorithm can censor non-informative and irrelevant data in big data applications, and it can improve the misalignment and convergence rate of the learning process with high computational efficiency. The simulation and numerical results corroborate the superiority of the proposed algorithms over traditional algorithms

Normalized LMS Algorithm and Data-selective Strategies for Adaptive Graph Signal Estimation

This work proposes a normalized least-mean-squares (NLMS) algorithm for online estimation of bandlimited graph signals (GS) using a reduced number of noisy measurements. As in the classical adaptive filtering framework, the resulting GS estimation technique converges faster than the least-mean-squares (LMS) algorithm while being less complex than the recursive least-squares (RLS) algorithm, both recently recast as adaptive estimation strategies for the GS framework. Detailed steady-state mean-squared error and deviation analyses are provided for the proposed NLMS algorithm, and are also employed to complement previous analyses on the LMS and RLS algorithms. Additionally, two different time-domain data-selective (DS) strategies are proposed to reduce the overall computational complexity by only performing updates when the input signal brings enough innovation. The parameter setting of the algorithms is performed based on the analysis of these DS strategies, and closed formulas are derived for an accurate evaluation of the update probability when using different adaptive algorithms. The theoretical results predicted in this work are corroborated with high accuracy by numerical simulations