A Newton-Raphson solution to the exponentially weighted least M-estimate formulation for acoustic system identification
The formulation of the exponentially weighted least M-estimate has shown significant promise in addressing acoustic system identification amidst non-Gaussian noise. A common approach to this formulation is the recursive least M-estimate algorithm. However, due to its derivation from nonlinear normal...
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| Vydáno v: | Applied acoustics Ročník 231; s. 110460 |
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| Hlavní autoři: | , , , , |
| Médium: | Journal Article |
| Jazyk: | angličtina |
| Vydáno: |
Elsevier Ltd
01.03.2025
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| Témata: | |
| ISSN: | 0003-682X |
| On-line přístup: | Získat plný text |
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| Shrnutí: | The formulation of the exponentially weighted least M-estimate has shown significant promise in addressing acoustic system identification amidst non-Gaussian noise. A common approach to this formulation is the recursive least M-estimate algorithm. However, due to its derivation from nonlinear normal equations, resulting in a slow approximate solution, this algorithm tends to exhibit poor convergence performance. In this paper, we present a Newton-Raphson solution, where the cost function is expanded using the second-order Taylor series to establish the adaptive algorithm. This approach bypasses the nonlinear normal equations, yielding a robust solution that more dynamically reflects changes in the cost function, ultimately leading to improved convergence and tracking performance.
•A Newton-Raphson solution to the exponentially weighted least M-estimate formulation is proposed.•The cost function is expanded using the second-order Taylor series to establish the adaptive algorithm.•The proposed algorithm bypasses the nonlinear normal equations, leading to improved convergence and tracking performance. |
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| ISSN: | 0003-682X |
| DOI: | 10.1016/j.apacoust.2024.110460 |