Least mean p-power error criterion for adaptive FIR filter

Abstract

An adaptive FIR filter based on the least mean p-power error (MPE) criterion is investigated. First, some useful properties of MPE function are studied. Three main results are as follows: 1) MPE function is a convex function of filter coefficients; so it has no local minima. 2) When input process and desired process are both Gaussian processes, then MPE function has the same optimum solution as the conventional Wiener solution for any p. 3) When input process and desired process are non-Gaussian processes, then MPE function may have better optimum solution than Wiener solution. Next, a least mean p-power (LMP) error adaptive algorithm is derived and some application examples are presented. Consequently, when the signal is corrupted by an impulsive noise, the adaptive algorithm with p=1 is preferred. Furthermore, when the signal is corrupted by noise or interference, the adaptive algorithm with proper choice of p may be preferred.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>