Robust regularization for normalized LMS algorithms

Abstract

We present a novel normalized least mean square (NLMS) algorithm with robust regularization. The proposed algorithm dynamically updates the regularization parameter that is fixed in the conventional epsilon-NLMS algorithms. By exploiting the gradient descent direction we derive a computationally efficient and robust update scheme for the regularization parameter. Through experiments we demonstrate that the proposed algorithm outperforms conventional NLMS algorithms in terms of the convergence rate and the misadjustment error.