Abstract

This paper proposes a new regularized transform domain normalized LMS (R-TDNLMS) algorithm and studies its mean and mean square convergence performances. The proposed algorithm extends the conventional TDNLMS algorithm by imposing a regularization term on the filter coefficients to reduce the variance of estimators due to the lacking of excitation in a certain frequency band or in the presence of modeling errors. Difference equations describing the mean and mean square convergence behaviors of this algorithm are derived so as to characterize its convergence condition and steady-state excess mean square error (MSE). It shows that regularization can help to reduce the MSE by trading slight bias for variance. Based on this analysis, a new formula to select the regularization parameter for white Gaussian inputs is proposed, which leads to a new variable regularized TDNLMS (VR-TDNLMS) algorithm. Computer simulations are conducted to examine the improved convergence performance, steady-state MSE and robustness to power-varying inputs of the proposed algorithm and verify the effectiveness of the theoretical analysis. Furthermore, the application of the proposed VR-TDNLMS algorithm to the design and implementation of acoustic system identification and active noise control (ANC) systems show that they considerably outperforms traditional TDNLMS algorithms at low excitation or in the presence of modeling errors. Moreover, the theoretical analysis provides simple design formulas for achieving a given excess MSE (EMSE) and step-size bound for stable operation.

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