Robust Diffusion Recursive Least M-Estimate Adaptive Filtering and Its Performance Analysis

CIRCUITS SYSTEMS AND SIGNAL PROCESSING(2023)

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摘要
This paper presents a robust distributed adaptive algorithm called diffusion recursive least M-estimate (DRLM), which enhances the robustness of the diffusion recursive least square (DRLS) algorithm against impulsive noise by incorporating the strong resistance to impulsive noise of the modified Huber function (MHF). However, the tracking speed of the proposed DRLM algorithm is not favorable in scenario where the network parameter vector of interest changes abruptly. To overcome this drawback, a new variable forgetting factor (VFF) strategy is devised and the VFF-DRLM algorithm is obtained. Then, the asymptotic unbiasedness and steady-state network mean square deviation (NMSD) performance of the DRLM algorithm are analyzed. Finally, the accuracy of the steady-state analysis result of the DRLM algorithm and the superiority of the proposed algorithms compared to other competing algorithms are demonstrated by extensive numerical simulations.
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关键词
Adaptive network,Distributed estimation,M-estimate function,Variable forgetting factor,Impulsive noise
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