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Convergence analysis of kernel LMS algorithm with pre-tuned dictionary

  • Jie Chen
  • , Wei Gao
  • , Cedric Richard
  • , Jose Carlos M. Bermudez
  • Université Côte d'Azur
  • Northwestern Polytechnical University Xian
  • Universidade Federal de Santa Catarina

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

30 Scopus citations

Abstract

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.

Original languageEnglish
Title of host publication2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages7243-7247
Number of pages5
ISBN (Print)9781479928927
DOIs
StatePublished - 2014
Externally publishedYes
Event2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014 - Florence, Italy
Duration: 4 May 20149 May 2014

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
ISSN (Print)1520-6149

Conference

Conference2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014
Country/TerritoryItaly
CityFlorence
Period4/05/149/05/14

Keywords

  • Kernel least-mean-square algorithm
  • convergence analysis
  • dictionary learning
  • nonlinear adaptive filtering

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