• DocumentCode
    938658
  • Title

    The least mean fourth (LMF) adaptive algorithm and its family

  • Author

    Walach, Eugene ; Widrow, Bernard

  • Volume
    30
  • Issue
    2
  • fYear
    1984
  • fDate
    3/1/1984 12:00:00 AM
  • Firstpage
    275
  • Lastpage
    283
  • Abstract
    New steepest descent algorithms for adaptive filtering and have been devised which allow error minimization in the mean fourth and mean sixth, etc., sense. During adaptation, the weights undergo exponential relaxation toward their optimal solutions. Time constants have been derived, and surprisingly they turn out to be proportional to the time constants that would have been obtained if the steepest descent least mean square (LMS) algorithm of Widrow and Hoff had been used. The new gradient algorithms are insignificantly more complicated to program and to compute than the LMS algorithm. Their general form is W_{j+1} = W_{j} + 2 \\mu K \\epsilon_{j}^{2K-1}X_{j}, where W_{j} is the present weight vector, W_{j+1} is the next weight vector, \\epsilon_{j} is the present error, X_{j} is the present input vector, \\mu is a constant controlling stability and rate of convergence, and 2K is the exponent of the error being minimized. Conditions have been derived for weight-vector convergence of the mean and of the variance for the new gradient algorithms. The behavior of the least mean fourth (LMF) algorithm is of special interest. In comparing this algorithm to the LMS algorithm, when both are set to have exactly the same time constants for the weight relaxation process, the LMF algorithm, under some circumstances, will have a substantially lower weight noise than the LMS algorithm. It is possible, therefore, that a minimum mean fourth error algorithm can do a better job of least squares estimation than a mean square error algorithm. This intriguing concept has implications for all forms of adaptive algorithms, whether they are based on steepest descent or otherwise.
  • Keywords
    Adaptive filters; Least-pth approximation; Adaptive algorithm; Adaptive filters; Convergence; Error correction; Filtering algorithms; Least squares approximation; Minimization methods; Noise cancellation; Performance analysis; Signal processing algorithms;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1984.1056886
  • Filename
    1056886