Variable Matrix-Type Step-Size Affine Projection Sign Algorithm for System Identification in the Presence of Impulsive Noise

This paper presents a novel variable matrix-type step-size affine projection sign algorithm (VMSS-APSA) characterized by robustness against impulsive noise. To mathematically derive a matrix-type step size, VMSS-APSA utilizes mean-square deviation (MSD) for the modified version of the original APSA....

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Bibliographic Details
Published in:Symmetry (Basel) 2022-10, Vol.14 (10), p.1985
Main Authors: Shin, Jaewook, Park, Bum Yong, Lee, Won Il, Yoo, Jinwoo
Format: Article
Language:English
Subjects:
Algorithms
Approximation
Cost function
Iterative methods
Mathematical analysis
Noise measurement
Optimization
Robustness (mathematics)
Simulation
State estimation
System identification
Upper bounds
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Summary:This paper presents a novel variable matrix-type step-size affine projection sign algorithm (VMSS-APSA) characterized by robustness against impulsive noise. To mathematically derive a matrix-type step size, VMSS-APSA utilizes mean-square deviation (MSD) for the modified version of the original APSA. Accurately establishing the MSD of APSA is impossible. Therefore, the proposed VMSS-APSA derives the upper bound of the MSD using the upper bound of the L1-norm of the measurement noise. The optimal matrix-type step size is calculated at each iteration by minimizing the upper bound of the MSD, thereby improving the filter performance in terms of convergence rate and steady-state estimation error. Because a novel cost function of the proposed VMSS-APSA was designed to maintain a form similar to the original APSA, they have symmetric characteristics. Simulation results demonstrate that the proposed VMSS-APSA improves filter performance in a system-identification scenario in the presence of impulsive noise.
ISSN:2073-8994
2073-8994
DOI:10.3390/sym14101985