Multi-Kernel NLMS Algorithm with Coherence Criterion and Its Application to Online Prediction of Time Series Data

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概要

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• In this paper, we propose a nonlinear adaptive filtering algorithm using multiple kernels. The proposed algorithm is a generalization of the kernel normalized least mean square (KNLMS) algorithm (Richard et al., 2009). The algorithm utilizes a coherence criterion for dictionary selection. Numerical examples show the advantages of the proposed algorithm in online prediction of nonstationary time series data.

• 2011-05-05

著者

• Yukawa Masahiro

  Dept. Communications And Integrated Systems Tokyo Institute Of Technology

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