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A Variable Step-Size Shrinkage Set-Membership Affine Projection Algorithm for Noisy Input

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Abstract

To solve the conflicting requirement of fast convergence and low steady-state misalignment, a variable step-size shrinkage set-membership affine projection algorithm is proposed, which is efficient for the correlated input signal and noisy input environments. The new variable step size is derived by minimizing the square of noise-free a posteriori error, and the shrinkage method is employed to estimate the second-order statistics of the noise-free a priori error vector. Moreover, the stability analysis of the algorithm is conducted. Simulations demonstrate the effectiveness of the proposed algorithm for various noisy input environments.

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Acknowledgements

The authors would like to thank Dr. Lu Lu (Southwest Jiaotong University) for polishing the language. This work was partially supported by National Science Foundation of People’s Republic of China (Grants 61571374, 61271340, 61433011).

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Authors and Affiliations

  1. School of Electrical Engineering, Southwest Jiaotong University, Chengdu, China

    Kaili Yin & Haiquan Zhao

  2. Key Laboratory of Magnetic Suspension Technology and Maglev Vehicle, Ministry of Education, Chengdu, China

    Kaili Yin & Haiquan Zhao

Authors
  1. Kaili Yin
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  2. Haiquan Zhao
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Correspondence to Haiquan Zhao.

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Yin, K., Zhao, H. A Variable Step-Size Shrinkage Set-Membership Affine Projection Algorithm for Noisy Input. Circuits Syst Signal Process 38, 455–469 (2019). https://doi.org/10.1007/s00034-018-0851-3

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  • DOI: https://doi.org/10.1007/s00034-018-0851-3

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