Distributed Signal Processing
Distributed Signal Processing
a r t i c l e i n f o a b s t r a c t
Article history: Many works of literature support the potential of distributed channel estimation resorting to the
Available online 30 September 2019 traditional LMS algorithm and its variants. But these conventional LMS algorithms fail in an impulsive
noise environment, which is undeniable in many communication systems. Hence in this paper, we study
Keywords:
distributed channel estimation with robust cost functions. Most of the robust adaptive algorithms are
Distributed
Lorentzian
less efficient in terms of convergence rate. To deal with this, we propose the use of the window-
Impulse noise based Lorentzian norm in a distributed framework to gain the merit of improved convergence rate in
Channel estimation terms of both distribution and data reuse. The performance of the proposed algorithm is validated using
simulation results. Our contribution in this work is the application of Lorentzian norm in sensor networks
with diffusion cooperation and stability analysis of the same.
© 2019 Elsevier Inc. All rights reserved.
https://doi.org/10.1016/j.dsp.2019.102589
1051-2004/© 2019 Elsevier Inc. All rights reserved.
2 A.M. Wilson et al. / Digital Signal Processing 96 (2020) 102589
modeled as linear finite impulse response (FIR) filter of order M, φ ki −1 = c ,k w i −1 (11)
connected to a noise source at each node. The estimation prob- ∈Nk
lem is mathematically described below. From the collection of
w ki = φ ki −1 + μk uk,i (dk (i ) − ukT,i φ ki −1 ) (12)
noisy measurements across the nodes of the sensor network, the
M × 1 unknown channel coefficient vector w (o) is to be esti- This paper follows the uncomplicated CTA-diffusion distribution
mated. Each node k, where k = 1, . . . , N has access to time re- scheme, but with a robust adaptive algorithm, as the LMS based
distributed adaptive algorithm fails in an impulsive environment.
alizations of scalar data dk (i ) and M × 1 regressor vector uk,i ,
T The following section elaborates on the robust adaptive algorithms
(uk,i = uk (i ) uk (i − 1) . . . uk (i − M + 1) ) of zero mean ran- which are implemented in this paper.
dom data {dk , uk } which is related to w (o) by the model [8]:
3. Robust distributed algorithms
dk (i ) = ukT,i w (o) + v k (i ) (1)
Least mean square based distributed adaptive algorithms built
where the background noise v k (i ) is independent of uk ( j ) for any
upon the assumption of Gaussian noise and linearity are not able
i , j.
to cope with the impulsive environment causing its failure to con-
verge. This has prompted the researchers to work on robust adap-
2.1. Local optimization
tive algorithms.
In this paper, we have implemented Lorentzian cost function
Local optimization of diffusion distributed network to identify
in diffusion distributed framework and compared with Combine
the unknown parameter is elaborated in [7]. For ease of reference,
then Adapt diffusion Maximum Correntropy Criterion (CTA-DMCC)
a slightly modified set of relevant equations are written here in
[40], Combine then Adapt diffusion affine projection sign algorithm
this section.
(CTA-DAPSA) [41], and Combine then Adapt Huber diffusion LMS
The local cost function is given as,
(CTA-HuberDLMS). Recently two papers are published on diffusion
Huber adaptive filter; [43] and [44]. Former deals with normal-
J kloc ( w ) = T
o,k E | d (i ) − u, iw |
2
(2)
ized Huber adaptive algorithm in diffusion framework with Adapt
∈Nk then Combine (ATC) strategy, while in latter they introduce vari-
where o,k are the coefficients of matrix O which satisfy the con- able step size and variable threshold value which also uses ATC
dition, combine strategy, but not normalized as in the former case. Hence
for a similar framework for comparison purposes with CTA-DLAF
/ Nk and 1T O = 1T
o,k = 0 if ∈ (3) and CTA-DMCC an uncomplicated CTA strategy of diffusion Huber
adaptive algorithm is presented in this paper with constant step
where 1 is an N × 1 vector with unit entries. Applying stochastic size.
gradient descent solution [42] to the cost function in (2) we get The distributed framework in Section 2 with the data model in
(1) is used for the following algorithms.
w ki = w ki −1 − μk (∇ J kloc ( w ))∗ (4)
3.1. Huber diffusion LMS algorithm
= w ki −1 + μk o,k u,i (d (i ) − u,i w ki −1 )
T
(5)
∈Nk The Huber cost function is a fusion of 1 and 2 norm which
where μk = 2μk . There are two schemes of diffusion estimation: dynamically switches according to the relation with e (i ) and
Adapt then Combine (ATC) and Combine then Adapt (CTA) [7,8]. threshold δ [43]:
In ATC the first stage of operation is adaptation which is then fol-
E [ 12 e 2 (i )], if |e (i )| ≤ δ
lowed by diffusion of neighborhood estimates, whereas in CTA a J (i ) = (13)
local diffusion step precedes the adaptation step. The CTA diffu-
δ|e (i )| − 12 δ 2 , if |e (i )| > δ
sion scheme is given below: In a distributed network, the local cost function at each node,
which is a linear combination of cost in (13) over the neighbor-
φ ki −1 = c ,k w i −1 (6) hood of the local node k, is minimized to arrive at the optimal
∈Nk solution w (o) . The local cost function is given by
w ki = φ ki −1 + μk T
o,k u,i (d (i ) − u, i −1
iφ k ) (7) 1
∈Nk o ,k E [ 2 e ,k (i )], if |ek (i )| ≤ δ
2
∈Nk J klocal ( w ) = (14)
1 2
δ|ek (i )| − 2
δ , if |ek (i )| > δ
Here, in the above equation, c ,k denotes the entries of a combiner
matrix C, which is a mathematical representation of the network where e ,k (i ) = d (i ) − u,
T
w i −1 and ek (i ) = ek,k (i ). The coefficients
i k
topology, i.e. if node k and are not connected, then c ,k = 0. The o,k satisfy the condition in (3). Choosing O = I N , a simple un-
popular combiner matrix rule is Metropolis rule, which is used in complicated CTA strategy can be derived by minimizing (14) by
this paper. Let nk and n denote the degrees of node k and re- gradient descent method, which is given below:
spectively. The Metropolis rule is defined as [8]:
φ k(i −1) = c ,k w i −1 (15)
1 ∈Nk
c ,k = if k = are linked (8)
max(nk , n )
(i ) φ k(i −1) + μk (ek (i ))uk,i , if ek (i ) ≤ δ
c ,k = 0 if k and are not linked (9) wk = ( i −1 ) (16)
φk + μk δ csgn(ek (i ))uk,i , otherwise
ck,k = 1 − c ,k for k = (10) (i −1)
where ek (i ) = dk (i ) − ukT,i φ k . The mathematical operator csgn{}
∈ N k /k
for a complex number x is defined as,
An uncomplicated CTA scheme with O = I leads to the simple
CTA diffusion algorithm, csgn{x} = sign(real(x)) + j ∗ sign(imag (x))
4 A.M. Wilson et al. / Digital Signal Processing 96 (2020) 102589
L −1
3.2. Diffusion maximum correntropy criterion algorithm (i )
J w (i ) ( i ) = ψγ (e w (i) (i − τ )) ≡
dk,i − Uk,i w k
LL2,γ (26)
k k
τ =0
DMCC algorithm proposed in [40], is a correntropy based robust
adaptive algorithm in diffusion distributed framework. Gaussian where Lorentzian function ψγ (x) = log 1 + ( γx )2 and Uk,i is L × M
kernel-the most popular kernel used in correntropy-leads to the regressor matrix
following instantaneous MCC cost, T
Uk,i = uk,i uk,i −1 . . . uk,i − L +1 (27)
1 2
e (i ) T
GσMC C (e (i )) = √ exp(− ) (17) and dk,i = dk (i ) dk (i − 1) . . . dk (i − L + 1) .
σ 2π 2σ 2
(i )
e w (i) (n) = dk (n) − ukT,n w k for i − L +1≤n≤i (28)
which is used in [40] to derive DMCC algorithm. k
In a distributed network with N nodes, the local cost function Applying gradient descent search on the linear combination of
at each node k, is given by cost function (26) at each node k within the neighborhood Nk , the
weight update equation in [34] is extended to diffusion distributed
J klocal = o,k GσMC C e (i ) (18) framework as follows.
∈Nk The local cost function is defined as,
where o,k satisfy (3). A gradient based CTA-DMCC algorithm is J klocal ( w k ) = o,k J w (i) (i ) (29)
derived by taking the derivative of (18), which is expressed below: ∈Nk
k
φ k(i −1) = c ,k w i −1 Taking the derivative of (29) and using (26) we get
∈Nk 2
∇ J klocal ( w k ) = − o,k U∗,i W,i (d,i − U,i w k ) (30)
(i ) ( i −1 ) μk MC C
(19)
γ 2 ∈N
wk = φ k + o,k Gσ e (i ) e (i )u,i k
σ2 ∈Nk where Wk,i = diag{ gk,i (0), gk,i (1), . . . , gk,i ( L − 1)} is a L × L diago-
(i −1) nal matrix with
where e (i ) = d (i ) − u,
T
φ
i k
. Keeping O = I N the uncomplicated
CTA version is arrived at and is given by γ2
gk,i (τ ) = , τ = 0, 1, . . . , L − 1
2 + e 2 (i − τ)
( i −1 )
γ (i )
φk = c ,k w i −1 (20) wk
∈Nk,i −1 and the coefficients o,k follow the relation in (3). The gradient
μk MC C base algorithm at node k to get the estimate of w (o) at time i is
(i ) ( i −1 )
wk = φ k +G (ek (i ))ek (i )uk,i (21) given as follows:
σ2 σ
= φ k(i −1) + μk GσMC C (ek (i ))ek (i )uk,i (22)
(i )
wk = wk
( i −1 )
+ μk o,k U∗,i W,i (d,i − U,i w k
( i −1 )
) (31)
∈Nk
μk
where μk = σ2
.
2μk
with μk = γ2
(parameter γ 2 is absorbed in the step size). The
3.3. Diffusion affine projection sign algorithm mathematical framework for diffusion LAF is expressed below,
where we use a linear combiner to diffuse the data in spatial do-
A distributed data reuse algorithm with diffusion strategy, main, along with a sliding window based Lorentzian LMS adaptive
which is robust against impulsive interference is given in [41]. rule at each node. In this paper, we follow combine then adapt
With the projection order L given, the regressor matrix is defined (CTA) rule with O = I N , and yields this uncomplicated CTA DLAF
as algorithm,
T ( i −1 )
Uk,i = uk,i uk,i −1 . . . uk,i − L +1 (23) φk = c ,k w i −1
∈Nk,i −1 (32)
The CTA-DAPSA is stated below. ( i −1 ) ( i −1 )
+ μk Uk∗,i Wk,i (dk,i − Uk,i φ k
(i )
wk = φ k )
φ k(i −1) = c ,k w i −1 (24) The outline of the proposed CTA-DLAF is given in Algorithm 1:
∈Nk,i −1
(i ) ( i −1 ) Uk∗,i csgn(ek,i )
wk = φ k + μk (25) Algorithm 1: Diffusion LAF algorithm.
[Uk∗,i csgn(ek,i )]∗ [Uk∗,i csgn(ek,i )] + δ 1 Initialize: w k = 0;
(0)
2 for i=1,2,. . . do
Table 1
Computational complexity of CTA-HuberDLMS, CTA-DAPSA, CTA-DMCC, and CTA-DLAF for each node per iteration. nk
denotes cardinality of node k.
i
4.1. Complexity analysis w = wo − wi
w̃ (37)
Also note that
In Table 1, we provide a complexity comparison of our pro-
posed algorithm with the other robust algorithms considering real wo = wo
Gw (38)
data. A slight increase in computational complexity of the pro-
posed algorithm is attributed to the order L. Nevertheless, the 5.1. Mean stability analysis
absence of exponential computation gives an upper-hand to our
proposed algorithm compared to diffusion MCC algorithm. The mean behavior of the CTA-DLAF algorithm is derived here.
Subtract left hand side of the global update equation in (36) from
5. Performance analysis of the diffusion LAF algorithm
w o and the right hand side from Gw w o [8] to get,
i −1
w = (I N M − DU∗i Wi Ui )Gw̃ − DU∗i Wi v i
The diffusion of adaptive filters in the spatial domain makes the i
w̃ w (39)
performance analysis complex as compared to a single adaptive
filter. Nevertheless resorting to some assumptions on random data Taking expectation on both sides of (39) and assuming spatial
and background noise we proceed to solve the stability analysis and temporal independence of regressor data uk,i with background
by following the procedure adopted in [8]. The background noise noise, we get,
is modeled as Gaussian mixture in this analysis, different to the i −1
w = [I N M − DE (U∗i Wi Ui )]GE w̃
i
Gaussian noise scenario in [8]. E w̃ w (40)
∗
The global matrices collecting data and filter updates across lo- We need to evaluate the N M × N M data moment E (Ui Wi Ui ) prior
cal nodes are given below. to establishing the condition for mean stability. Assume EUk∗,i Uk,i
and Wk,i are statistically independent [34].
(i ) (i ) (i )
w i col{ w 1 , w 2 , . . . , w N } ( N M × 1) The k block of E (U∗i Wi Ui ) is given by
φ i −1
col{φ 1 ( i −1 )
, φ2( i −1 ) ( i −1 )
, . . . , φN } ( N M × 1)
Ru ,k T r ( EWk,i ), for k =
Ui diag{U1,i , U2,i , . . . , U N ,i } (N L × N M ) Ak = [ E (U∗i Wi Ui )]k = (41)
0, for k =
di col{d1,i , d2,i , . . . , d N ,i } ( N L × 1)
where
Wi = diag{W1,i , W2,i , . . . , W N ,i } (N L × N L)
Ru ,k = E [uk,i uk∗,i ]
where Ui and Wi are block diagonal. The local step sizes are col-
lected into a N M × N M block diagonal matrix
Ru ,k T r ( EWk,i ) = E [Uk∗,i Wk,i Uk,i ]
The above evaluation breaks down E (U∗i Wi Ui ) to
D = diag{μ1 I M , μ2 I M , . . . , μ N I M } (33)
E (U∗i Wi Ui ) = RU S (42)
The desired data available at the local nodes as expressed in (1)
is used to write the global matrix of measurements di : where
di = U i w o + v i (34) RU = diag{Ru ,1 , Ru ,2 , . . . , Ru , N }
5.2. Mean square transient analysis we consider a weaker assumption that U∗i Wi Ui is independent of
i −1
w̃ . This assumption helps us to replace the random weighting
The study of mean square transient analysis is done in this matrix by its mean = E a deterministic quantity.
section. The analysis is based on weighted energy conservation re-
i −1 2
lation and variance relation [8,42]. The error vector of length L at E
w̃
i
w
2 = E
w̃
w
+ E [ v ∗i C∗i DDCi v i ]
each node k is defined as,
L −1
n
−1
ek,i = dk,i − Uk,i φ ki −1 (44) +2 E v ∗i C∗i D G[I N M − DPi −l ] DCi −n v i −n
n =1 l =0
The N L × 1 global error vector ei = col{e1,i , e2,i , . . . , e N ,i } is written ∗ = G∗ G − G∗ DE [U∗i Wi Ui ]G − G∗ E [U∗i Wi Ui ]DG
as,
+ G∗ E [U∗i Wi Ui D DU∗i Wi Ui ]G
i −1
ei = di − Ui Gw
w (52)
= Ui Gw̃ i −1 + v i By looking into (52) we could see that we need to evaluate
= eaG,i + v i (45) certain data moments namely,
where
n
−1
E v ∗i C∗i D G[I N M − DPi −l ] DCi −n v i −n
eaG,i = Ui G w̃ i −1 (46) l =0
(53)
The global a priori and a posteriori weighted estimation errors are E [U∗i Wi Ui ], E [ v ∗i Wi Ui DDU∗i Wi v i ] and
defined as, E [U∗i Wi Ui DDU∗i Wi Ui ]
eaD,i G Ui DGw̃ i −1 (47) prior to establishing the learning behavior of the CTA-DLAF algo-
rithm. The fourth order data moment in (53) is difficult to be eval-
eDp ,i Ui Dw̃ i (48) uated in closed form for arbitrary distributions and hence Gaussian
for some arbitrary N M × N M matrix ≥ 0 [8]. The weight error distributed data is considered. The evaluation of data moments and
vector curve is given below, which is obtained by following the subsequent analysis is simplified if we use remodeled variables by
same path as that is used in deriving (39): appealing to the eigendecomposition [42] of E [U∗i Wi Ui ] = RU S. The
eigen decomposition is given by
i −1
w̃
i
w = Gw̃
w − DU∗i Wi ei (49)
E [U∗i Wi Ui ] = RU S = V V ∗ (54)
Substitute (45) into (49) and perform weighted energy balance
on the resulting equation, which leads to the equation (50): where = diag{
1 ,
2 , . . . ,
N }.
Eigen decomposition of Ru ,k is given by
i −1 2
i
w
2 =
w̃
w̃ w
G∗ G − (eaD,i G )∗ Wi eaG,i − (eaD,i G )∗ Wi v i
Ru ,k = V k V ∗ (55)
− (eaG,i )∗ Wi eaD,i G + (eaG,i )∗ Wi Ui DDU∗i Wi eaG,i
(50)
+ (eaG,i )∗ Wi Ui DDU∗i Wi v i − v ∗i Wi eaD,i G The remodeled input regressor autocorrelation matrix by Lorent-
zian weight matrix in (54) from that of the diffusion LMS in [8]
∗ ∗ ∗ ∗
+ v i Wi Ui DDUi Wi eaG,i + v i Wi Ui DDUi Wi v i calls for a slight change in eigen decomposition. From (54) and
Another assumption has also been taken in this convergence (55) we vectorize
k into
analysis apart from [8], the dependency of weight error vector on
vec {
k } = k,i = T r ( EWk,i )λk (56)
the past noise [45]. Substituting (46) and (47) into (50) and taking
expectation on both sides the variance relation is obtained as in: where λk = vec {k } The new transformed variables are defined
i 2 i −1 2 ∗ ∗ below:
E
w̃
w
= E
w̃
w
+ E [ v i Ci DDCi v i ]
w i = V ∗ w̃
w̄ w ,
i
Ūi = Ui V , Ḡ = V ∗ GV , ¯ = V ∗V ,
L −1
n
−1
∗ ∗
+2 E v i Ci D G[I N M − DPi −l ] DCi −n v i −n ¯ = V ∗ V D̄ = V ∗ DV = D W̄i = V ∗ Wi V = Wi
n =1 l =0
The variance relation in (52) is rewritten in terms of the trans-
= G∗ G − G∗ DU∗i Wi Ui G − G∗ U∗i Wi Ui DG
formed variables
+ G∗ U∗i Wi Ui DDU∗i Wi Ui G
∗
w i −1
2¯ + E [ v ∗i C̄i D
w i
2¯ = E
w̄
E
w̄ ¯ DC̄i v i ]
(51)
L −1
n
−1
where Ci = U∗i Wi and Pi = U∗i Wi Ui . The extra noise term in (51) +2
∗
¯
E v ∗i C̄i D Ḡ[I N M − DP̄i −l ] DC̄i −n v i −n
accounts for the dependency of weight error vector on the past
n =1 l =0
noise and the derivation follows as in [45].
Since itself is a random quantity as it is dependent on input
¯ = Ḡ∗
¯ Ḡ − Ḡ∗
¯ DE [Ū∗i Wi Ūi ]Ḡ − Ḡ∗ E [Ū∗i Wi Ūi ]D
¯ Ḡ
∗ ∗
data, the transient analysis becomes complex. Hence for the sake + Ḡ E [Ūi Wi Ūi D¯ DŪ∗i Wi Ūi ]Ḡ
of mathematical tractability of (51) some simplifying assumptions
(57)
are taken into consideration. The independence of the regressor
i −1
w
vector with w̃ is a common assumption [42] for adaptive filter To evaluate the data moments, we closely follow the procedure in
analysis. But since Ui consists of successive regressors it is rather a [8]. A block matrix to vector conversion operator bvec{} is used [8].
strong condition than the usual independence assumption. Hence For the ease of reference note that bvec{ ¯ } = σ̄ . With the bvec{}
A.M. Wilson et al. / Digital Signal Processing 96 (2020) 102589 7
∗
operator at hand, the next step is to evaluate the transformed data ¯ DŪi Wi v i ] = xT Bd σ̄
E [ v ∗i Wi Ūi D (67)
moments in the remodeled variance relation (57), namely,
where x = bvec{ E [Wi v i v ∗i Wi ] T } and σ̄ = col{σ̄ 1 , σ̄ 2 , . . . , σ̄ N }.
∗ ∗ ¯ DŪ∗i Wi v i ],
E [Ūi Wi Ūi ], E [ v i Wi Ūi D By invoking the properties of trace operator just as done previ-
ously, the third term in (58) gets evaluated to the following.
n
−1
∗
¯
E v ∗i C̄i D̄ Ḡ[I N M − DP̄i −l ] D̄C̄i −n v i −n (58)
n
−1
∗
l =0 ¯
E v ∗i C̄i D Ḡ[I N M − DP̄i −l ] DC̄i −n v i −n = xnT σ̄ (68)
∗ ∗
and ¯ DŪi Wi Ūi ]
E [Ūi Wi Ūi D l =0
where
By substituting Ūi = Ui V and from (54), the first data moment
in (58) gets evaluated to
n
−1
T
∗
xn = bvec E Ḡ[I N M − DP̄i −l ] DC̄i −n v i −n v ∗i C̄i D (69)
∗
E [Ūi Wi Ūi ] = (59) l =0
The second term in (58) is expressed as No further simplifications are possible to the expectation term due
to the dependency of Wi and v i .
∗ ∗
E [ v ∗i Wi Ūi D ¯ DŪi ]}
¯ DŪi Wi v i ] = T r { E [Wi v i v ∗ Wi Ūi D (60) The fourth order moment in (58) is solved by appealing to the
i ∗
Gaussian factorization theorem [8,42]. Now both Ūi Wi Ūi and D are
∗
¯ DŪi are independent, (60) is writ-
Assuming Wi v i v ∗i Wi and Ui D block diagonal and hence we can write
ten as
∗ ∗ ∗ ∗
¯ DŪi Wi Ūi ] = DE [Ūi Wi Ūi
E [Ūi Wi Ūi D ¯ Ūi Wi Ūi ]D (70)
∗ ∗
¯ DŪi Wi v i ] = T r { E [Wi v i v ∗ Wi ] E [Ūi D
E [ v ∗i Wi Ūi D ¯ DŪi ]} (61)
i
Let
For noise with less power, we can assume Wi and v i are indepen- ∗ ∗
dent which fails if noise contains sufficient power. Hence the term ¯ Ūi Wi Ūi ].
F = E [Ūi Wi Ūi (71)
EWi v i v ∗i Wi cannot be further approximated due to mathematical
The M × M k block is given by
complexity and kept the same for the impulsive noise scenario.
Let ¯ k ū,i ū∗ ]
Fk = E [ T r {Wk,i W,i }ūk,i ūk∗,i ,i
∗ L −1
L −1
¯ DŪi
B E Ūi D
+ ¯ k ū,i −τ2 ū∗
E [ūk,i −τ1 ūk∗,i −τ1 ,i −τ2 (72)
The L × L k-block of B is given by τ 2 =0 τ 1 =0
τ1 =τ2
μk2 T r (k ¯ kk )IL for k = × Wk,i (τ1 , τ1 )W,i (τ2 , τ2 )]
Bk = (62)
0, for k =
Taking the statistical independence of Ui U∗i and Wi into ac-
Now express B as count (72) is rewritten as follows:
¯ k ū,i ū∗ ]
Fk = E [ T r {Wk,i W,i }] E [ūk,i ūk∗,i
B = [B1 B2 . . . B . . . B N ] ,i
L −1
L −1
where B is the th block column: + ¯ k ū,i −τ2 ū∗
E [ūk,i −τ1 ūk∗,i −τ1 ,i −τ2 ] (73)
τ 2 =0 τ 1 =0
B = col{B1, , B2, , . . . , Bk, , . . . , B N , } (63) τ1 =τ2
In order to vectorize B we need to apply the vec{} operator on Bk × E [Wk,i (τ1 , τ1 )W,i (τ2 , τ2 )]
and let us denote it by Applying fourth moment of Gaussian variable Lemma in [42], the
M × M block Fk in (73) gets evaluated to (74),
bk = vec {Bk }
⎧
vec{I L }μk2 λkT σ̄ kk for k = ⎪ ¯ ) + ξ k
k,k,i (k T r (k ¯ )
bk = ⎪
⎪ kk L −1 kk k
(64) ⎪
⎨ + k ¯ kk k L − 1
0, for k = τ 2 =0 τ1 =0 E [Wk,i (τ1 , τ1 )
Fk = τ1 =τ2
Finally bvec{B} = col{b1 , b2 , . . . , b , . . . , b N } where ⎪
⎪ × Wk,i (τ2 , τ2 )] for k =
⎪
⎪
⎩ ¯ k
k,,i k for k =
b = col{b1, , b2, , . . . , bk, , . . . , b N , }
(74)
b = col{0σ̄ 1 , 0σ̄ 2 , . . . , vec{I L }μ2 λT σ̄ , . . . , 0σ̄ N }
where k,,i = T r { EWk,i W,i } and ξ = 1 for complex data and
B σ̄ (65) ξ = 2 for real data. This differs from that in [8] by the presence of
T r { EWk,i W,i } and the summation term which takes care of previ-
where 0 is L 2 × M 2 null matrix and
ous L error vector. For small step size the summation term could
σ̄ = col{σ̄ 1 , σ̄ 2 , . . . , σ̄ N } be neglected.
For a compact representation of recursive equation in (57), the
B = diag {0, 0, . . . , vec{I L }μ2 λT , . . . , 0} block matrix ¯ is converted to a vector by applying bvec{} op-
erator on the same. bvec{} is the vectorization operator for block
Thus we get,
matrices and is explained in detail in [8]. For any three block ma-
bvec{B} = col{B1 σ̄ 1 , B2 σ̄ 2 , . . . , B N σ̄ N } = Bd σ̄ (66) trices P , Q and the following relation holds:
where w ki − 1
,l is the estimate at node k at lth run of experiment.
⎛ ⎞
1 1
N N
E M S E (i ) = 10 log ⎝ |uk,l (i )( w (o)
− w ki − 1 2⎠
,l )|
N N
l =1 k =1
1 w (o) (l) − w ∞ (l)
NM
AP D = × 100% (97)
Fig. 2. Network topology. NM w (o) (l)
l =1
coefficients for simulation study. The 3-path Rayleigh channel coef- where w ∞ is the global estimate of unknown parameter.
ficients w o are generated as w o = randn(1, 3)/norm( w o ). The pilot
symbols u i at each node are considered the same and Gaussian 6.1. Comparison of analytical and simulation results
distributed and the noise source is a mixture of Gaussian and im-
pulsive noise. The impulsive noise is modeled as a Bernoulli Gaus- To confirm the theoretical analysis of proposed CTA-DLAF, the
sian distribution [29]. The impulsive noise model is given by mathematical learning curve is compared with the plot of simu-
lation results averaged over 50 trials in 10% impulsive noise envi-
v (i ) = v G (i ) + b (i ) v I (i ) (95)
ronment. The step size is taken as 0.01 and the tuning parameter
2
where v G (i ) is zero mean Gaussian noise with variance σ and G γ for CTA-DLAF is chosen as 1. The result is plotted for window
v I (i ) is zero mean Gaussian noise with large variance σ I2 and b(i) length L = 1 and 2. The result shows how the parameter L con-
follows Bernoulli distribution, i.e. P (b(i ) = 1) = p i and P (b(i ) = trols the convergence and steady state error. The expectation term
0) = 1 − p i . The ratio of variance of impulsive to Gaussian noise is E [Wi v i v ∗i Wi ], E [Wk,i W,i ] and E [Wk,i ] is evaluated by ensemble
defined as η , where averaging over time index i.
Fig. 3, shows the comparison of analytical and simulated learn-
σ I2 ing curves, and it is observed that there is a mismatch in transient
η= (96)
σG2 part due to ensemble averaging of E [Wk,i W,i ] and E [Wk,i ]. The
In the experiment results to follow, same noise power is consid- time dependency for E [Wk,i W,i ] and E [Wk,i ], due to the presence
ered at each node with SNR 30dB and η is chosen as 106 . of error term in the same, gets lost in ensemble averaging. Which,
The threshold value for CTA-HuberDLMS is chosen as [29] unlike in simulation, leads to constant matrices and causes a mis-
match in the transient curve.
1
δopt =
αopt 6.2. Effect of L and μ on steady state performance of CTA-DLAF
pi 1
where αopt = 1− p i σ G
and kernel width σ of CTA-DMCC is cho-
sen as 1 in all experiments. The theoretical expression for steady state MSD given in (93)
The analysis of the robustness performance in this work is is verified by varying the step size μ and by varying the window
length, L respectively in Fig. 4. As i → ∞, error tends to zero and
based on three parameters: mean square deviation (MSD), excess
hence E [Wk,i ] gets approximated to identity matrix [34].
mean square error (EMSE) and absolute percentage of deviation.
The behavior of CTA-DLAF with different step size is plotted
In this paper global MSD and EMSE which is the average of local
in Fig. 4(a) with window length L = 2 and γ = 1, in 10% impul-
performance measures over the nodes is used. The ensemble av-
sive noise environment. Fig. 4(b) shows the steady state behavior
erage of global MSD and EMSE in dB over N runs of independent
of CTA-DLAF with varying window length L for step size μ = .01
experiment are given as:
⎛ ⎞ and γ = 1 in 10% impulsive noise environment. While increasing L
leads to a faster convergence at the expense of steady state error,
1 1
N N
M S D (i ) = 10 log ⎝
w o − w ki −,l 1
2 ⎠ choosing L > 2 leads to more memory requirement and as mem-
N N ory is a constraint in nodes in WSN L = 2 is an optimum choice.
l =1 k =1
Fig. 3. Comparison of global theoretical and simulated curve for CTA-DLAF: (a) MSD, (b) EMSE.
10 A.M. Wilson et al. / Digital Signal Processing 96 (2020) 102589
Fig. 4. Comparison of global steady state MSD for CTA-DLAF (a) Varying μ (b) Varying L.
Fig. 5. Steady state comparison of CTA-DLAF and CTA-DMCC with σ = 1 and varying γ in 10% impulsive noise. (a) Steady state MSD (dB) of CTA-DLAF and CTA-DMCC.
(b) Steady state EMSE (dB) of CTA-DLAF and CTA-DMCC.
Table 2
Comparison of Steady State MSD and EMSE.
Hence in the following sections window length L for CTA-DLAF is 6.4. Steady state performance comparison
chosen as 2.
In this experiment the steady state performance of CTA-DLAF,
6.3. Steady state performance comparison with varying γ
CTA-DMCC, CTA-DAPSA, CTA-HuberDLMS, and CTA-DLMS is com-
In this experiment tuning parameter γ of CTA-DLAF is var- pared. The step size of each algorithm is adjusted for same con-
ied and compared the steady state performance with CTA-DMCC vergence rate and compared the steady state error. The projec-
in 10% impulsive noise environment. The step size of CTA-DLAF tion order L is chosen as 2 for CTA-DAPSA and CTA-DLAF. Step
and CTA-DMCC are adjusted to provide same convergence rate for size for CTA-DLMS, CTA-HuberDLMS, CTA-DAPSA, CTA-DMCC and
each value of γ . Fig. 5 shows the comparable performance of CTA- CTA-DLAF is taken as 0.1, 0.5, 0.03, 0.2, and 0.05 respectively. The
DMCC and CTA-DLAF for γ > 0.4 with CTA-DLAF having a slight performance results in 10, 20, and 30% impulsive noise environ-
upper hand in 10% impulsive noise environment. Fig. 5 also shows ment is given in Table 2. The robustness of all four algorithms
the necessity of properly tuning the parameter γ to provide ro- remains intact with increase in impulsive noise percentage. Fig. 6
bustness in an impulsive noise environment as it is seen that for shows the comparison of learning curves in 30% impulsive noise.
γ < 0.4 CTA-DMCC shows better performance compared to CTA- The comparable performance of CTA-HuberDLMS and CTA-DAPSA
DLAF. in 30% impulse noise, is attributed to the projection order L of
√ following experiments a time varying γ is chosen, i.e.,
In the CTA-DAPSA. Table 2 and Fig. 6 show the √ improvement in perfor-
γ = 10 E M S E (i ). mance of CTA-DLAF in choosing γ = 10 E M S E (i ).
A.M. Wilson et al. / Digital Signal Processing 96 (2020) 102589 11
Fig. 6. Learning curves for CTA-DLAF and other algorithms in 30% impulsive noise: (a) MSD, (b) EMSE.
Fig. 7. Transient Performance of CTA-DLAF, CTA-DMCC, CTA-HuberDLMS and CTA-DLMS in 30% impulsive noise: (a) MSD, (b) EMSE.
Table 3 Table 4
Comparison of convergence rate. Absolute percentage deviation (η = 106 ).
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hicular Technology Conference. Technology in Motion, 1997. tion Engineering, National Institute of Technology, Goa, India. Her research
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mains for surface-wave over-the-horizon radar, in: 9th Annual MIT Workshop Trilochan Panigrahi received his MTech in Electronics and Communi-
on Adaptive Sensor Array Processing. ASAP, 2001. cation Engineering from Biju Patnaik University of Technology Rourkela,
A.M. Wilson et al. / Digital Signal Processing 96 (2020) 102589 13
India, in 2005, the Ph.D. in Electronics and Communication Engineering University, Bhilai, India, in 2009 and the Ph.D. degree in Electrical Engi-
from National Institute of Technology, Rourkela, India, in 2012. He is cur- neering from the Indian Institute of Technology, Delhi, India, in 2014. Since
rently an Associate Professor in the Department of Electronics and Com- January 2019, he has been with the faculty of the Department of Electri-
munication Engineering, National Institute of Technology Goa, India. His cal Engineering, Indian Institute of Technology, Jammu, India, where he
research interests include signal processing for wireless sensor network is currently an Assistant Professor. His research interests are in diversity
and wireless communication, application of evolutionary algorithms in sig- combining, multi-hop transmission, and physical layer security for power
nal processing and source localization. line and wireless communications and smart grid communications.