TY - GEN
T1 - Convergence analysis of kernel LMS algorithm with pre-tuned dictionary
AU - Chen, Jie
AU - Gao, Wei
AU - Richard, Cedric
AU - Bermudez, Jose Carlos M.
PY - 2014
Y1 - 2014
N2 - The kernel least-mean-square (KLMS) algorithm is an appealing tool for online identification of nonlinear systems due to its simplicity and robustness. In addition to choosing a reproducing kernel and setting filter parameters, designing a KLMS adaptive filter requires to select a so-called dictionary in order to get a finite-order model. This dictionary has a significant impact on performance, and requires careful consideration. Theoretical analysis of KLMS as a function of dictionary setting has rarely, if ever, been addressed in the literature. In an analysis previously published by the authors, the dictionary elements were assumed to be governed by the same probability density function of the input data. In this paper, we modify this study by considering the dictionary as part of the filter parameters to be set. This theoretical analysis paves the way for future investigations on KLMS dictionary design.
AB - The kernel least-mean-square (KLMS) algorithm is an appealing tool for online identification of nonlinear systems due to its simplicity and robustness. In addition to choosing a reproducing kernel and setting filter parameters, designing a KLMS adaptive filter requires to select a so-called dictionary in order to get a finite-order model. This dictionary has a significant impact on performance, and requires careful consideration. Theoretical analysis of KLMS as a function of dictionary setting has rarely, if ever, been addressed in the literature. In an analysis previously published by the authors, the dictionary elements were assumed to be governed by the same probability density function of the input data. In this paper, we modify this study by considering the dictionary as part of the filter parameters to be set. This theoretical analysis paves the way for future investigations on KLMS dictionary design.
KW - convergence analysis
KW - dictionary learning
KW - Kernel least-mean-square algorithm
KW - nonlinear adaptive filtering
UR - http://www.scopus.com/inward/record.url?scp=84905251655&partnerID=8YFLogxK
U2 - 10.1109/ICASSP.2014.6855006
DO - 10.1109/ICASSP.2014.6855006
M3 - 会议稿件
AN - SCOPUS:84905251655
SN - 9781479928927
T3 - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
SP - 7243
EP - 7247
BT - 2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014
Y2 - 4 May 2014 through 9 May 2014
ER -