A variable step-size strategy based on error function for sparse system identification

DOI10.1007/S00034-016-0344-1MaRDI QIDQ2399147zbMATH OpenOpenAlexFDO

Authors Tao Fan, Yun Lin

Publication date 21 August 2017

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

Full work available at URL https://doi.org/10.1007/s00034-016-0344-1

zbMATH Keywords

system identificationvariable step sizeadaptive filteringleast mean squarereweighted zero-point attractingsparse channel estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24)

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Cites work

• A Family of Shrinkage Adaptive-Filtering Algorithms
• A New Variable Step-Size NLMS Algorithm and Its Performance Analysis
• A perspective on stereophonic acoustic echo cancellation.
• Order of N complexity transform domain adaptive filters
• Proportionate adaptive algorithms for network echo cancellation
• Robust Kalman filtering for nonlinear multivariable stochastic systems in the presence of non-Gaussian noise
• Robust identification of OE model with constrained output using optimal input design

Cited in

(9)

• Sparse leaky-LMS algorithm for system identification and its convergence analysis
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• Robust adaptive algorithm by an adaptive zero attractor controller of ZA-LMS algorithm
• The variable step-size LMS/F algorithm using nonparametric method for adaptive system identification
• Coefficient-gradient-based individualized stepsize adaptation mechanism for robust system identification
• Zero-attracting variable-step-size least mean square algorithms for adaptive sparse channel estimation
• A variable step size sparsity adaptive subspace pursuit algorithm
• A variable step-size proportionate affine projection algorithm for identification of sparse impulse response
• A novel LMS algorithm with double fractional order

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