L_p-norm of the LMS algorithm for bilinear forms with -stable processes

DOI10.1007/S11045-019-00659-2MaRDI QIDQ2294493zbMATH OpenOpenAlexFDO

Authors Lu Lu, Yi Yu

Publication date 11 February 2020

Published in Multidimensional Systems and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11045-019-00659-2

zbMATH Keywords

\(\alpha\)-stablebilinear formconvergence analysisLMS algorithmMISO modelmultiple-input-single-output model

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cites work

• A connection between the Kalman filter and an optimized LMS algorithm for bilinear forms
• A new procedure in stock market forecasting based on fuzzy random auto-regression time series model
• Adaptive lattice bilinear filters
• ARMAX modelling of international tourism demand
• Autoregressive Moving Average Graph Filtering
• Collaborative adaptive Volterra filters for nonlinear system identification in \(\alpha\)-stable noise environments
• Nonlinear system identification in impulsive environments
• Robust adaptive filtering algorithms for -stable random processes
• The maximum likelihood least squares based iterative estimation algorithm for bilinear systems with autoregressive moving average noise

Cited in

(4)

• A connection between the Kalman filter and an optimized LMS algorithm for bilinear forms
• The p-norm generalization of the LMS algorithm for adaptive filtering
• An efficient recursive identification algorithm for multilinear systems based on tensor decomposition
• The robustness analysis of DLMP algorithm under the fractional lower-order \(\alpha \)-stable distribution environments

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Uses Software

• ICALAB

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