A novel kurtosis driven variable step-size adaptive algorithm (Q2732811)
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scientific article; zbMATH DE number 1632217
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A novel kurtosis driven variable step-size adaptive algorithm |
scientific article; zbMATH DE number 1632217 |
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A novel kurtosis driven variable step-size adaptive algorithm (English)
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19 March 2002
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adaptive filtering
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variable step-size
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least mean squares
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The paper proposes a new least mean squares filter with time-varying step-size. The latter is selected on the basis of the kurtosis of the estimation error, and, as a consequence, the performance of the filter becomes less sensible to the presence of strong noise. A kurtosis estimator is presented, and the convergence properties of the filter are analyzed. Simulation results are also examined.
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