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Gaussian kernel adaptive filters with adaptive kernel bandwidth

机译:具有自适应内核带宽的高斯内核自适应滤波器

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摘要

Gaussian kernel adaptive filters (GKAFs) have been successfully applied in functional approximation. The kernel bandwidth for GKAFs not only impacts on the smoothness of function approximation and the locality of training samples, but also affects the convergence rate and testing accuracy. However, in practice, it is hard to predesign an optimal one. In this paper, for practical applications, we propose a novel framework for kernel bandwidth adaptation in sparsification case. In this framework, we consider the latest K kernel bandwidths as free parameters, and sequentially update them using a gradient decent method to minimize the instantaneous squared error. Furthermore, we apply the proposed method to the quantized kernel least mean square (QKLMS) algorithm, and conduct convergence analysis for the algorithm. Extensive simulation results are provided and validate the superiority of our method compared to some state-of-the-art algorithms. (C) 2019 Published by Elsevier B.V.
机译:高斯核自适应滤波器(GKAF)已成功应用于函数逼近。 GKAFs的内核带宽不仅影响函数逼近的平滑度和训练样本的局部性,而且影响收敛速度和测试精度。但是,在实践中,很难预先设计一个最佳的。在本文中,针对实际应用,我们提出了一种稀疏情况下内核带宽自适应的新颖框架。在此框架中,我们将最新的K内核带宽视为自由参数,并使用梯度适当的方法顺序更新它们,以最大程度地减小瞬时平方误差。此外,我们将该方法应用于量化核最小均方(QKLMS)算法,并对算法进行了收敛性分析。提供了广泛的仿真结果,并且与某些最新算法相比,证明了我们方法的优越性。 (C)2019由Elsevier B.V.发布

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