Proportionate Recursive Maximum Correntropy Criterion Adaptive Filtering Algorithms and their Performance Analysis

The maximum correntropy criterion (MCC) has been employed to design outlier-robust adaptive filtering algorithms, among which the recursive MCC (RMCC) algorithm is a typical one. Motivated by the success of our recently proposed proportionate recursive least squares (PRLS) algorithm for sparse system identification, we propose to introduce the proportionate updating (PU) mechanism into the RMCC, leading to two sparsity-aware RMCC algorithms: the proportionate recursive MCC (PRMCC) algorithm and the combinational PRMCC (CPRMCC) algorithm. The CPRMCC is implemented as an adaptive convex combination of two PRMCC filters. For PRMCC, its stability condition and mean-square performance were analyzed. Based on the analysis, optimal parameter selection in nonstationary environments was obtained. Performance study of CPRMCC was also provided and showed that the CPRMCC performs at least as well as the better component PRMCC filter in steady state. Numerical simulations of sparse system identification corroborate the advantage of proposed algorithms as well as the validity of theoretical analysis

Study of L0-norm constraint normalized subband adaptive filtering algorithm

Limited by fixed step-size and sparsity penalty factor, the conventional sparsity-aware normalized subband adaptive filtering (NSAF) type algorithms suffer from trade-off requirements of high filtering accurateness and quicker convergence behavior. To deal with this problem, this paper proposes variable step-size L0-norm constraint NSAF algorithms (VSS-L0-NSAFs) for sparse system identification. We first analyze mean-square-deviation (MSD) statistics behavior of the L0-NSAF algorithm innovatively in according to a novel recursion form and arrive at corresponding expressions for the cases that background noise variance is available and unavailable, where correlation degree of system input is indicated by scaling parameter r. Based on derivations, we develop an effective variable step-size scheme through minimizing the upper bounds of the MSD under some reasonable assumptions and lemma. To realize performance improvement, an effective reset strategy is incorporated into presented algorithms to tackle with non-stationary situations. Finally, numerical simulations corroborate that the proposed algorithms achieve better performance in terms of estimation accurateness and tracking capability in comparison with existing related algorithms in sparse system identification and adaptive echo cancellation circumstances.Comment: 15 pages,15 figure