Abstract
This paper proposes a new variable step-size sign algorithm through the minimisation of mean-square deviation (MSD). As it is difficult to obtain the MSD accurately, the upper bound of the MSD is derived for calculating the step size at each iteration. The proposed algorithm is not only robust to impulsive noises, but also has improved filter performance in aspects of convergence rate and steady-state estimation error owing to the proposed variable step-size strategy. The simulation results verify that the proposed algorithm has better performance than the existing algorithms in a system-identification scenario in the presence of impulsive noises.
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