MVSE adaptive filtering subject to a constraint on MSE

Abstract

An adaptive filtering algorithm that minimizes the variance on the squared error subject to a constraint on the mean-squared error (MSE) is proposed. For the adaptive-linear-combiner signal-processing configuration, this algorithm, called the LVCMS algorithm (for least variance subject to a constraint on mean squared error) has a gradient that is a weighted linear combination of the least-mean-square (LMS) and least-mean-fourth (LMF) algorithm gradients. Theoretical expressions are derived for the LVCMS algorithm convergence factor and misadjustment, and comparisons are made with the LMS and LMF adaptive rules for Gaussian, Laplacian, and uniform plant noise nd driving term distributions. Performance comparisons of the LVCMS, LMS, and LMF algorithms based on Monte Carlo simulation studies indicate that the LVCMS adaptation rule not only can yield a small variance of the squared error but it also produces favorable values of the mean-squared error and the mean-squared coefficient error. >