Robust Variable Step Size Widely Linear Complex-Valued Least Mean M-estimate Adaptive Algorithm: Derivation and Performance Analysis

In the past decade, the augmented complex-valued least mean square adaptive filtering algorithm based on the minimum mean square error criterion and widely-linear model has attracted much attentions due to its simplicity and applicability to non-circular signals. However, the system noise with impulse characteristics will dramatically affect the convergence of the augmented complex-valued least mean square algorithm. Recently, a robust widely-linear complex-valued least mean M-estimate algorithm has been proposed, which significantly improves the robustness of the augmented complex-valued least mean square algorithm to impulsive noise. But it should be noted that the widely-linear complex-valued least mean M-estimate algorithm with fixed step size faces the trade-off between convergence speed and steady-state accuracy. To overcome this drawback, a variable step size widely-linear complex-valued least mean M-estimate algorithm is presented in this paper, in which the optimal step size at each iteration is obtained by maximizing the difference between the mean square deviations of the WL-CLMM algorithm at adjacent moments. In order to reveal the statistical convergence behavior of the proposed variable-step-size widely-linear complex-valued least mean M-estimate algorithm to better guide the parameter selection in practical applications. Theoretical transient and steady-state mean-square deviation convergence behaviors of the variable-step-size widely-linear complex-valued least mean M-estimate algorithm are analyzed and the corresponding mean-square deviation expressions are also derived. Computer simulations on system identification and stereophonic acoustic echo cancellation in impulsive noise environments confirm the validity of the analysis results and the performance improvement from the variable step size strategy.