Bias compensated zero attracting normalized least mean square adaptive filter and its performance analysis

This paper presents a new normalized least mean square (NLMS) algorithm for sparse system identification where the input signal is corrupted by white measurement noise. The proposed algorithm, which is called bias-compensated zero attracting NLMS (BC-ZA-NLMS) algorithm, introduces the bias-compensation vector to get rid of the bias resulting from noisy input and introduces an l₁-norm penalty in the cost function of the NLMS algorithm to make full use of the special property of the sparse system. In addition, to address the time variant sparsity, the bias-compensated reweight ZA-NLMS (BC-RZA-NLMS)) algorithm is also proposed, where the l₁-norm penalty in the cost function of BC-ZA-NLMS algorithm is replaced by a log-sum function. Owing to the zero attractors in update equation, the proposed algorithms are superior to the conventional NLMS and bias-compensated NLMS (BC-NLMS) algorithms in the application of identifying the sparse system. A transient analysis of the proposed algorithms is also derived, which is able to accurately predict the behaviors of proposed algorithms. In addition, a stability analysis is introduced. Monte Carlo (MC) simulations are conducted to demonstrate the advantage of the proposed algorithms and to validate the theoretical results.