Diffusion-Probabilistic Least Mean Square Algorithm
Document Type
Article
Publication Date
3-1-2021
Abstract
In this paper, a novel diffusion estimation algorithm is proposed from a probabilistic perspective by combining the diffusion strategy and the probabilistic least mean square (LMS) at all distributed network nodes. The proposed method, namely diffusion-probabilistic LMS (DPLMS), is more robust to the input signal and impulsive noise than previous algorithms like the diffusion sign-error LMS (DSE-LMS), diffusion robust variable step-size LMS (DRVSSLMS), and diffusion least logarithmic absolute difference (DLLAD) algorithms. Instead of minimizing the estimation error, the DPLMS algorithm is based on approximating the posterior distribution with an isotropic Gaussian distribution. In this paper, the stability of the mean estimation error and the computational complexity of the DPLMS algorithm are analyzed theoretically. Simulation experiments are conducted to explore the mean estimation error for the DPLMS algorithm with varied conditions for input signals and impulsive interferences, compared to the DSE-LMS, DRVSSLMS, and DLLAD algorithms. Both results from the theoretical analysis and simulation suggest that the DPLMS algorithm has superior performance than the DSE-LMS, DRVSSLMS, and DLLAD algorithms when estimating the unknown linear system under the changeable impulsive noise environments.
Identifier
85089755220 (Scopus)
Publication Title
Circuits Systems and Signal Processing
External Full Text Location
https://doi.org/10.1007/s00034-020-01518-3
e-ISSN
15315878
ISSN
0278081X
First Page
1295
Last Page
1313
Issue
3
Volume
40
Grant
61871420
Fund Ref
National Natural Science Foundation of China
Recommended Citation
Guan, Sihai; Meng, Chun; and Biswal, Bharat, "Diffusion-Probabilistic Least Mean Square Algorithm" (2021). Faculty Publications. 4284.
https://digitalcommons.njit.edu/fac_pubs/4284