A New Robust Variable Step-Size NLMS Algorithm

Authors:
L.R. Vega;H. Rey;J. Benesty;S. Tressens
Affiliations:
Univ. de Buenos Aires, Buenos Aires;-;-;-
Venue:
IEEE Transactions on Signal Processing
Year:
2008

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Abstract

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.