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Against Impulsive Interferences

Tiange Shao, Yahong Rosa Zheng, Senior Member, IEEE, and Jacob Benesty, Senior Member, IEEE

Abstract—A new affine projection sign algorithm (APSA) is pro- This is why computational efficient methods have also been de-

posed, which is robust against non-Gaussian impulsive interfer- veloped to reduce the computational cost, such as the fast affine

ences and has fast convergence. The conventional affine projection projection (FAP) algorithm [5]. In addition to the drawback of

algorithm (APA) converges fast at a high cost in terms of compu- computational complexity, the APA also suffers performance

tational complexity and it also suffers performance degradation in degradation in non-Gaussian interference due to the nature of

the presence of impulsive interferences. The family of sign algo-

rithms (SAs) stands out due to its low complexity and robustness

the -norm optimization. Interfering signals with heavy-tailed

against impulsive noise. The proposed APSA combines the bene- distributions produce more outliers than Gaussian models and

fits of the APA and SA by updating its weight vector according the -norm minimization criterion is no longer a proper choice.

to the 1 -norm optimization criterion while using multiple pro- Many studies have shown that lower-order norms lead to ro-

jections. The features of the APA and the 1 -norm minimization bustness against impulsive and intensive interference. The least

guarantee the APSA an excellent candidate for combatting impul- mean -norm (LMP) algorithm based on the norm is pro-

sive interference and speeding up the convergence rate for colored posed in [2]. Among all the lower-order algorithms, the family

inputs at a low computational complexity. Simulations in a system of sign algorithms based on the -norm minimization has at-

identification context show that the proposed APSA outperforms tracted more attention due to its considerably low computational

the normalized least-mean-square (NLMS) algorithm, APA, and cost and easy implementation. Only the sign of the error signal

normalized sign algorithm (NSA) in terms of convergence rate and

steady-state error. The robustness of the APSA against impulsive

is involved in the updating process. Many variants of the sign

interference is also demonstrated. algorithm have been developed, including the normalized sign

algorithm (NSA) [6], dual sign algorithm (DSA) [7], and vari-

Index Terms—Adaptive filter, affine projection, sign algorithm. able step-size sign algorithm [8], [9]. The mixed-norm algo-

rithm based on the weighted combination of the and

norms is proposed in [10]. The switched-norm algorithm is pro-

I. INTRODUCTION posed in [11] which switches between and norms. Al-

though the sign algorithms achieve good performance in many

applications of system identification, such as channel es-

timation, noise cancelation, echo cancelation, image restora-

applications due to their low complexity and robustness against

impulsive noise, they suffer from slow convergence rate, espe-

cially for highly correlated input signals.

tion, and seismic system identification [1]. The most popular We proposes an affine projection sign algorithm (APSA)

adaptive filters are the least-mean-square (LMS) and normal- which updates the weight vector with the -norm optimization

ized LMS (NLMS) algorithms due to their simplicity. How- criterion by using multiple input vectors. The combination of

ever, their major drawbacks are slow convergence and perfor- the benefit of affine projection and -norm minimization

mance degradation with colored input signals or in the presence improves performance on combatting impulsive interference,

of heavy-tailed impulsive interferences [2]. speeding up the convergence rate with colored input signals,

To overcome the deterioration of convergence performance and lowering the computational complexity. The weight adap-

caused by colored input signals, an affine projection algorithm tation of the proposed algorithm does not involve any matrix

(APA), which is based on affine subspace projections, has been inversion but only uses the sign operation of the error vector.

proposed in [3]. Many variants of the APA have been devel- The increase of the computational burden caused by high

oped in recent years [4]. The family of APAs updates the weight projection orders is much lower than the conventional APA.

coefficients by multiple, most recent input vectors instead of a The performance of the proposed APSA is evaluated in the

single, current data vector used in the LMS and NLMS algo- context of system identification and compared with the NSA,

rithms. As the projection order of the APA increases, the conver- APA, and NLMS algorithm. Simulation results with Bernoulli-

gence rate increases and so does the computational complexity. Gaussian (BG) interference and colored input signals demon-

strate the robustness of the APSA against impulsive interfer-

Manuscript received November 01, 2009; revised December 17, 2009. First ence, outperforming the APA and NLMS algorithm. The APSA

published January 12, 2010; current version published February 05, 2010. The also converges much faster and reaches a smaller steady-state

work of T. Shao and Y. R. Zheng was supported by the AFOSR under Grant misalignment than the NSA algorithm.

FA9550-07-1-0336. The associate editor coordinating the review of this manu-

script and approving it for publication was Dr. Ricardo Merched. II. CONVENTIONAL AFFINE PROJECTION ALGORITHM

T. Shao and Y. R. Zheng are with the Department of Electrical and Computer

Engineering, Missouri University of Science and Technology, Rolla, MO 65409 Consider a system identification problem where all signals

USA (e-mail: (ts4g2@mst.edu; zhengyr@mst.edu). are real. The output signal from an unknown system with

J. Benesty is with the INRS-EMT, University of Quebec, Montreal, QC H5A a weight coefficients vector is ,

1K6 Canada (e-mail: benesty@emt.inrs.ca).

Color versions of one or more of the figures in this paper are available online where is the

at http://ieeexplore.ieee.org. input signal vector of length . The variable represents

Digital Object Identifier 10.1109/LSP.2010.2040203 the background noise plus interference signal. The superscript

1070-9908/$26.00 © 2010 IEEE

328 IEEE SIGNAL PROCESSING LETTERS, VOL. 17, NO. 4, APRIL 2010

denotes vector transpose operation. Let be an es- Substituting (11) into the constraint (8), we obtain

timate of at iteration . The a priori error is defined as

, while the a posteriori error is (12)

defined as . Grouping the

recent input vectors together gives the input signal matrix:

. We define the a Substituting (12) into (11), the update equation for the weight

priori and a posteriori error vectors as vector is then:

(1)

(2)

and they can be computed as (13)

Since the a posteriori error vector depends on

(3) which is not accessible before the current update, it is rea-

(4) sonable to approximate it with the a priori error vector

. The minimum disturbance controls the convergence

where is the output vector defined as level of the algorithm and it should be much smaller than

. The classical APA [3] is obtained by one to guarantee convergence. It serves the similar pur-

pose as the step-size parameter in conventional adaptive

algorithms. Following the conventions, we replace by the

step-size parameter . Defining

(5)

with , we

The APA updates the weight coefficients vector as obtain the APSA:

(6) (14)

where the step size and regularization (both are positive

numbers) have been added in (6) for a better control of the al- where represents the regularization parameter which should

gorithm. be a positive number. Since comes from the minimum dis-

turbance constraint , we should choose to ensure

III. AFFINE PROJECTION SIGN ALGORITHM the stability of the algorithm and to achieve a small steady-state

The proposed affine projection sign algorithm is obtained by misalignment.

minimizing the -norm of the a posteriori error vector with a As shown in (14), no matrix inversion is needed for the

constraint on the filter coefficients, proposed APSA and it only requires multiplications at

each iteration for the normalization. In comparison, the com-

(7) putational complexities of the APA and FAP algorithm are

and [5] multiplications respec-

(8) tively, where is the factor associated with the complexity

required in matrix inversion. The proposed APSA is much

where is a parameter ensuring that the updating weight coef- simpler in implementation than the APA and even the FAP.

ficients vector does not change dramatically [11]. We can also Besides, it does not have the numerical problems that the FAP

view (8) as the minimum disturbance constraint. The minimum exhibits. It is also worth mentioning that the APSA with

disturbance controls the convergence level of the algorithm reduces to a new kind of normalized sign algorithm, whose

and it shall be as small as possible. Using the method of La- normalization is based on the Euclidean norm of the input

grange multipliers, the unconstrained cost function can be ob- vector. This is different from the normalized least-mean-abso-

tained by combining (7) and (8), lute deviation (NLMAD) algorithm in [6] which is normalized

by the norm of the input vector.

(9)

where is a Lagrange multiplier. The derivative of the cost ALGORITHM PERFORMANCE

function (9) with respect to the weight vector is The proposed APSA is compared to the NLMS, APA, and

NSA via system identification applications. The adaptive filter

has a length taps. The input signal is chosen to be a

colored Gaussian process. This input is generated by filtering a

white Gaussian noise through a first order system with a pole

at 0.8 or 0.95. An independent white Gaussian noise is added

to the system background with a 30 dB signal-to-noise ratio

(10) (SNR). In addition, a strong interference signal is also added

to the system output with a signal-to-interference ratio

where denotes the sign function and

(SIR) of to 10 dB. The Bernoulli-Gaussian (BG) distribu-

. Setting the derivative tion [11] is used for modeling the interference signal, which is

of equal to zero, we get generated as the product of a Bernoulli process and a Gaussian

process, i.e., , where is a white Gaussian

(11) random sequence with zero mean and variance , and is

SHAO et al.: AFFINE PROJECTION SIGN ALGORITHM 329

Fig. 3. Misalignment comparison of the APSA, NLMS, APA, and NSA. Other

M = 1; 2; 5; 10; 20 parameters are the same as those in Figs. 1 and 2.

= 0:01

Fig. 1. Misalignment of the APSA with varying values of

and same step size of . The input is an AR(1) with a pole at 0.8. The

SNR = 30 dB

030 dB Pr = 0:001

background noise is Gaussian with . The interference is a BG

with SIR= and .

SIR = 010 dB . Other parameters are the same as those in Fig. 3.

=

0:1; 0:01; 0:0025; 0:001 M = 2

Fig. 2. Misalignment of the APSA with varying step sizes of

and same projection order of . Other

parameters are the same as those in Fig. 1.

for , and for . The

average power of a BG process is . Keeping the average

power constant, a BG process is spikier when is smaller. It

reduces to a Gaussian process when .

The convergence is evaluated by the normalized misalign-

ment [1] defined as .

The ensemble average of 20 trails is used for . The regu-

larization parameter is set to 0.0001 for the APA and 0 for the

APSA.

This work first examines the performance of the APSA with

different projection orders , as shown in Fig. 1, where

, and the interference is a BG with SIR

and is used. The APSA with higher projection order

achieves both faster convergence and lower misalignment for Fig. 5. Misalignment comparison of the APSA, NLMS, APA, and NSA.

to 10. When is larger than a certain value (in this SIR = 10 dB . Other parameters are the same as those in Fig. 3.

case is 10), the convergence is faster with a larger but the

330 IEEE SIGNAL PROCESSING LETTERS, VOL. 17, NO. 4, APRIL 2010

where only background noise with an SNR of 30 dB is present.

The input is a higher correlated AR(1) process with a pole at

0.95. The APA performs best and the NSA performs worst. The

APSA performs in the middle, but no worse than the conven-

tional NLMS.

Finally, this work studies the effect of the impulsiveness of

the BG interference on the performance of the APSA and NSA,

as shown in Fig. 7. The SIR is fixed at and the values

of are selected to be 0.001, 0.01, and 0.1. The more spikier

the interference, the better the APSA and NSA perform. In all

the interference scenarios, the APSA outperforms the NSA and

the performance gain of the APSA are greater than that of the

NSA.

IV. CONCLUSIONS

Fig. 6. Misalignment comparison of APSA, NLMS, APA, and NSA. No im- This paper has proposed an affine projection sign algorithm

pulsive noise. The input is an AR(1) with a pole at 0.95.

(APSA) that updates its weight vector according to the sign of

the a priori error vector based on the -norm optimization. A

constraint is applied on variations of the weight vector, leading

to normalization based on the correlation matrix of the input

signal. The proposed APSA combines the benefits of the APA

and sign algorithm. The affine projection makes the APSA con-

verge fast with colored input signals while the optimiza-

tion guarantees its robustness against impulsive interference. In

addition, the APSA has much lower computational complexity

than the conventional APA because its adaptation only involves

the sign operation. As a result, a large projection order can be

selected to achieve faster convergence rate with affordable com-

putational cost. Simulations have also confirmed that the pro-

posed APSA algorithm improves the capability of combatting

impulsive interferences and accelerating the convergence rate

with colored input signals. Its performance in Gaussian noise is

also better than that of the conventional sign algorithm.

REFERENCES

[1] S. Haykin, Adaptive Filter Theory, 4th ed. Upper Saddle River, NJ:

Fig. 7. Misalignment comparison of APSA and NSA under a BG interference

0

Prentice-Hall, 2002.

with various levels of impulsiveness. SIR = 10 dB, the values of P r are [2] M. Shao and C. L. Nikias, “Signal processing with fractional lower

chosen as 0.001, 0.01, and 0.1. The input is an AR(1) with a pole at 0.8. order moments: Stable processes and their applications,” Proc. IEEE,

vol. 81, pp. 986–1010, Jul. 1993.

[3] K. Ozeki and T. Umeda, “An adaptive filtering algorithm using an or-

thogonal projection to an affine subspace and its properties,” Electron.

steady-state misalignment level is higher. Increasing the pro- Comm. Jpn., vol. 67-A, no. 5, pp. 19–27, May 1984.

jection order also means increased computational complexity. [4] H. C. Shin, A. H. Sayed, and W. J. Song, “Variable step-size NLMS

Therefore a proper selection of provides good tradeoff be- and affine projection algorithms,” IEEE Signal Process. Lett., vol. 11,

no. 2, pp. 132–135, Feb. 2004.

tween convergence rate and computational complexity. [5] S. L. Gay and S. Tavathia, “The fast affine projection algorithm,” in

This work also examines the effect of the step size on the Proc. IEEE ICASSP, 1995, vol. 5, pp. 3023–3026.

misalignment of the APSA, as shown in Fig. 2, where four [6] O. Arikan, A. E. Cetin, and E. Erzin, “Adaptive filtering for

step sizes, , are used in the sim- non-Gaussian stable processes,” IEEE Signal Process. Lett., vol.

1, no. 11, pp. 163–165, Nov. 1994.

ulations. A small step size slows down the convergence rate [7] C. Kwong, “Dual sign algorithm for adaptive filtering,” IEEE Trans.

but also lowers the steady-state misalignment. In contrast, a Commun., vol. 34, no. 12, pp. 1272–1275, Dec. 1986.

large step size speeds up the convergence rate but gives a higher [8] T. Shao and Y. R. Zheng, “A new variable step-size fractional lower-

steady-state misalignment. order moment algorithm for non-Gaussian interference environments,”

The comparisons of the proposed APSA with the conven- in Proc. IEEE ISCAS, May 2009, pp. 2065–2068.

[9] Y. R. Zheng and T. Shao, “A variable step-size LMP algorithm for

tional NLMS, APA, and NSA are shown in Figs. 3–5 under a BG heavy-tailed interference suppression in phased array radar,” in Proc.

interference with a fixed value of but different SIRs IEEE Aerospace Conf., Mar. 2009, pp. 1–6.

( , , and 10 dB). The APA and NLMS are more [10] J. Chambers and A. Avlonitis, “A robust mixed-norm adaptive filter

likely to diverge in more intensive interference while the two algorithm,” IEEE Signal Process. Lett., vol. 4, no. 2, pp. 46–48, Feb.

1997.

sign algorithms are robust against the impulsive interference. [11] L. R. Vega, H. Rey, J. Benesty, and S. Tressens, “A new robust variable

The APSA converges faster and achieves smaller steady-state step-size NLMS algorithm,” IEEE Trans. Signal Process., vol. 56, no.

misalignment than the NSA. 5, pp. 1878–1893, May 2008.

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