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A Family of Constrained Robust Least Mean
Logarithmic Square Adaptive Filtering Algorithms
Omer Mohamed Abdelrahman., and Li Sen
Abstract—Recently the robust constrained adaptive filtering
algorithms have gained the attention of researchers and have been
widely studied. In this brief we present a generalized constraint
robust least mean logarithmic square (CRLMLS) family that
underlies the relative logarithmic cost function. With the energy
conservation approach, mean square convergence analysis in term
of mean-square deviation (MSD) is derived. Also, the steady state
MSD analysis for the standard CRLMLS (p=2) is obtained under
both Gaussian and non-Gaussian noise distributions. Then, the
proposed algorithms are examined by some numerical simulations
over system identification beamforming applications under
different Gaussian and non-Gaussian/impulsive noise scenarios to
validate the superiority.
Index Terms— Robust filtering algorithm; Stochastic gradient;
Steady state performance; Transient analysis; Impulsive noise;
I. INTRODUCTION
L
inearly constrained adaptive filtering (CAF) algorithms
have been widely used in various signal processing
applications, such as antenna array processing for
multichannel signals, beamforming, and linear phase in
system identification [1] [2]. In these methods, the coefficient
vector is restricted to a specific hyperplane given by the
constraints that are generated from prior knowledge about the
system of concern. In recent years, many efforts have been
made to present a number of algorithms based on numerous cost
functions to achieve good performance in diverse
environments. The most commonly used methods in the
applications are those designed based on the mean-square error
(MSE) cost function, such as the constrained least mean square
(CLMS) algorithm [3] that is originally designed as linearly
constrained minimum-variance (LCMV) algorithm [4].
Since the robustness towards impulsive noise is the most
important attribute for choosing the cost functions. Therefore,
adaptive filtering methods based on the constrained maximum
correntropy criterion (CMCC) [5], constrained minimum error
entropy (CMEE) criterion [6], robust constrained minimum
mixture kernel risk-sensitive loss criterion [7] and a constraint
least Incosh algorithm [8] were proposed. These algorithms
have been demonstrated to be robust to large errors and smooth
to small errors, and have introduced an improvement in the
accuracy of adaptive filters. However, the main challenges with
methods based on forementioned methods are that they don't
Manuscript received March 5, 2022; revised XXXXXX, 2022. The associate
editor coordinating the review of this manuscript and approving it for
publication was XXXXXXXX. This work was supported in part by the National
Natural Science Foundation of China under Grant 61971083, in part by the
fundamental research funds for the central university under Grants
3132019341. (Corresponding author: Li Sen.)
always result in improved filtering accuracy in non-Gaussian
noises with a light tail and their high computing complexity.
To reduce computational costs while achieving robustness
capability in the heavy-tailed noises, the constrained least mean
M-estimate (CLMM) [9], and a family of constrained adaptive
filtering algorithms based on logarithmic cost function [10]
have been introduced. To reduce computational costs and
improve the steady state MSE performance compared to
CLMM, the maximum Versoria criterion (MVC) method has
been presented [11]. Recently, the robust constrained
generalized correntropy (CGMCC) and maximum Versoria
criterion (CMVC) algorithms were proposed [12].
To further improve the convergence speed and have a better
solution accuracy while maintaining robustness against heavy-
tailed noise, the novel robust least mean logarithmic square
(RLMLS) algorithm has been introduced [13]. The
performance of RLMLS is better that MSE and other
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conventional algorithms due to the term 2 (where 𝛼 is
1+𝛼|𝜖(𝑘)|
scaling parameter and 𝜖(𝑘) is filter error signal) insensitive to
the outliers/impulsive noise as compare to MSE, and it less
computational complexity as compared to the exponential term
in MCC. However, to our knowledge, no any attempts so far to
extend these error nonlinear concepts to the constrained
adaptive filtering algorithms. In this brief, we address this gap.
By using a gradient descent method, the linearly constrained
generalized least mean logarithmic square cost function is
minimized to develop constrained robust least mean
logarithmic square (CRLMLS) family. Theoretical analysis,
mean square deviation (MSD) and steady-state MSD are
derived. However, due to the computational burden of the
higher-order of the CRLMLS family, we exclusively
investigate the steady-state MSD of CRLMLS when p = 2.
Finally, the proposed algorithms are studied by some numerical
simulations over system identification and beamforming
applications under different Gaussian and non-Gaussian and
impulsive noise scenarios to validate the superiority and
comparing them with other conventional methods.
Notations: The notation [. ]𝑇 refers transpose, 𝑇𝑟(·) denotes
trace of a matrix, 𝐸[. ] illustrates statistical expectation and |. |
is refers the absolute value operator. For column vectors, we
use lower-case boldface symbols or letters, while for matrixes,
we use upper-case boldface symbols or letters.
Omer Mohamed Abdelrahman. and Li Sen are with the Information Science
and Technology College, Dalian Maritime University, Dalian, China (e-mail:
omer.dmu@gmail.com; listen@dlmu.edu.cn ).
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II. CONSTRAINT LMS ALGORITHM 1

𝒥[𝜖(𝑘)] = min [ 𝐸[In(1 + 𝛼|𝜖(𝑘)|𝑝 )]] (9)
Let us consider a linearly constrained system identification 𝒘 𝛼
model of unknown time-variant system. The relation between − 𝜿𝑇 (𝑘)(𝑯𝑇 𝒘 − 𝝃)
its scalar desired signal 𝑑(𝑘) and 1 × 𝑀 input signal 𝒙(𝑘) is
described by By using similar method in (5), and employing the stochastic
𝑑(𝑘) = 𝒘𝑇𝑜 𝒙(𝑘) + 𝜂(𝑘) (1) steepest decent into (9), the corresponding Generalized
𝑀
where 𝒘𝑜 ∈ ℝ is optimal Wiener-Hop filter coefficient vector CRLMLS family algorithms can be defined as the following
defined in [1], 𝑀 is number of filter coefficients, and 𝜂(𝑘)
represents distortion noise. We define the error signal |𝜖(𝑘)|𝑝−2
𝒘(𝑘 + 1) = 𝑩 (𝒘(𝑘) + 𝜖(𝑘)𝒙(𝑘)) (10)
1 + 𝛼|𝜖(𝑘)|𝑝
𝑇
𝜖(𝑘) = 𝑑(𝑘) − 𝒘 (𝑘)𝒙(𝑘) (2) +𝝓
Where 𝑩 and 𝝓 are defined in (6) and (7).
where 𝒘(𝑘) ∈ ℝ𝑀 is the unknown filter coefficient vector to be
identified. B). Computational Complexity (MSD)
From [2], the conventional linearly constrained least-squares Table. 1 shows a comparison of the algorithms'
(CLMS) algorithm cost function defined as computational burden in each time step. When the term 𝒬𝛽 is a
constant bounded with the 𝛽(𝜖(𝑘)) which to be defined later in
𝒥[𝜖(𝑘)] = min 𝐸[|𝜖[𝑘]|2 ] 𝑠. 𝑡 𝑯T 𝒘 = 𝝃 (3)
(12). In comparison to existing constraint algorithms, the
𝒘
proposed CRLMLS family of algorithms has a low
Where 𝑯 represents 𝑀 × 𝑁 constraint matrix, and 𝝃 denotes to computational cost.
vector containing 𝑁 constraint values [1, 2].
By solving (3) using the stochastic steepest method [14], we Table. 1 Computational Complexity (per iteration)
have
algorithms Computational Complexity
̌𝒘(𝑘)
𝒘(𝑘 + 1) = 𝒘(𝑘) − 𝜇∇ (4) CMLS 2𝑀2 + 5𝑀 + 1
CMCC 2𝑀2 + 5𝑀 + 5
Where 𝜇 is the step-size parameter and ∇ ̌𝒘(𝑘) is the gradient CMVC 2𝑀2 + 5𝑀 + 5 + 𝑝
function with respect to the coefficient 𝒘(𝑘) of an error cost CRLMLS Family 2𝑀2 + 5𝑀 + 𝒬𝛽
function 𝒥[𝜖(𝑘)], then we may define the CLMS algorithm by
the following [1, 3] IV. PERFORMANCE ANALYSIS

𝒘(𝑘 + 1) = 𝑩(𝒘(𝑘) + 𝜖(𝑘)𝒙(𝑘)) + 𝝓 (5) A). Mean Square Deviation (MSD)

In order to perform the MSD performance analysis, we
Where assume that
𝑩 = 𝑰𝑀 − 𝑯(𝑯𝑻 𝑯)−𝟏 𝑯𝑻 (6) A.1. The input regressor 𝒙(𝑘), and distortion noise 𝜂(𝑘) are
𝝓 = 𝑯(𝑯𝑻 𝑯)−𝟏 𝝃 (7) zero-mean independent and identical distribution (i.i.d)
Gaussian random variables, with positive-definite
Where 𝑰𝑀 is 𝑀 × 𝑀 identity matrix. However, it’s known that autocorrelation 𝑹𝒙 = 𝐸[𝒙(𝑘)𝒙𝑻 (𝑘)] and variance 𝜎𝜂2 =
the performance of CLMS algorithm defined in (5) is not robust 𝐸[𝜂 2 (𝑘)], respectively.
against impulsive noise [6]. A.2. The 𝒙(𝑘) and 𝜂(𝑘) are statistically independent.
A.3. The nonlinearity function 𝛽(𝜖(𝑘)) is uncorrelated with the
III. PROPOSED ALGORITHMS 𝑹𝒙 at the steady-state.
To perform the analysis, first, let us define the weight error
A. Constraint RLMLS Algorithm (CRLMLS) family
vector
Inspired by [2], and after, replacing the term |𝜖[𝑘]|2 in the 𝒘
̃ (𝑘) = 𝒘(𝑘) − 𝒘opt (11)
expression (3) with a generalized logarithmic cost function
defined in [13], the linearly constrained optimization problem Where 𝒘opt denotes the optimal solution of CRLMLS which
is then can be written as
can be obtained as
1 (8)
𝒥[𝜖(𝑘)] = min [ 𝐸[In(1
𝒘 𝛼 𝜕𝒥[𝜖(𝑘)]
= 𝐸[𝛽(𝜖(𝑘))(𝑑(𝑘) − 𝒘𝑇 (𝑘)𝒙(𝑘))𝑥(𝑥)] + 𝑯𝜿(𝑘)
𝑝 𝑇
+ 𝛼|𝜖(𝑘)| )]] 𝑠. 𝑡 𝑯 𝒘 = 𝝃 𝜕𝑤
=0
Now by applying the Lagrange multiplier 𝜿 vector, then, the Where
Generalized linearly constrained least mean logarithmic square |𝜖(𝑘)|𝑝−2 (12)
𝛽(𝜖(𝑘)) =
cost function can be defined as 1 + 𝛼|𝜖(𝑘)| 𝑝
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⟹ 𝐸[𝛽(𝜖(𝑘))𝒙(𝑘)𝒙𝑇 (𝑘)]𝒘(𝑘) stochastic expectation to the last expression (20), then the
= 𝐸[𝛽(𝜖(𝑘))𝒙(𝑘)𝑑(𝑥)] + 𝑯𝜿(𝑘) energy conservation relation can be described as [5, 12]
𝑬[‖𝒘̃ (𝑘 + 1)‖𝟐 ]
̃ −1
𝒘opt = 𝑹 ̃ −1
𝒙 𝐫𝐱𝐝 + 𝑹𝒙 𝑯𝜿(𝑘) (13) = 𝑬[‖𝒘 ̃ (𝑘)‖𝟐𝚺 ] (21)
2 2 2 (𝑘)]𝐸[𝒙𝑇 (𝑘)𝚩𝒙(𝑘)]
+ 𝜇 𝐸[𝛽 (𝜖(𝑘))]𝐸[𝜂
Where ̃ −1
𝑹 𝒙 = 𝐸[𝛽(𝜖(𝑘))𝒙(𝑘)𝒙 (𝑥)]
𝑇
and 𝐫𝐱𝐝 = + 𝜇 2 𝐸[𝛽 2 (𝜖(𝑘))]𝝑𝑇 𝐸[𝒙(𝑘)𝒙𝑇 (𝑘)𝚩𝒙(𝑘)𝒙𝑻 (𝑘)]𝝑
𝐸[𝛽(𝜖(𝑘))𝒙(𝑘)𝑑(𝑘)] are weighted covariance matrix of input
𝒙(𝑘), and cross-correlation vector between input 𝒙(𝑘), and Where ‖𝒘̃ (𝑘)‖𝟐𝚺 = 𝒘̃ 𝑻 (𝑘)𝚺𝒘
̃ (𝑘), and
desired filter output 𝑑(𝑘), respectively. 𝚺
The cost function in (3) satisfy [5] = 𝑰𝑀 − 2𝜇𝐸[𝛽(𝜖(𝑘))]𝚩𝐑 𝐱 (𝑘)𝚩 (22)
𝑯𝑻 𝒘opt = 𝝃 + 𝜇 2 𝐸[𝛽 2 (𝜖(𝑘))]𝚩𝐸[𝒙(𝑘)𝒙𝑻 (𝑘)𝚩𝒙(𝑘)𝒙𝑻 (𝑘)]𝚩
Thus, by using (13), it leads that
𝑯𝑻 (𝑹̃ −1 ̃ −1
𝒙 𝐫𝐱𝐝 + 𝑹𝒙 𝑯𝜿(𝑘)) = 𝝃 By using the property 𝜝 = 𝜝2 , we have
−1
𝝃 = (𝑯𝑇 𝑹̃ −1 𝑯) [𝝃 − 𝑯𝑇 𝑹 ̃ −1 𝐫 ] (14)
𝒙 𝒙 𝐱𝐝
𝐸[𝒙𝑻 (𝑘)𝚩𝒙(𝑘)] = 𝐸[𝒙𝑻 (𝑘)𝚩𝚩𝒙(𝑘)] =
(23)
Thus, (13) becomes 𝐸[𝚩𝐑 𝐱 𝚩] = Tr(𝚼)
̃ −1 ̃ −1 𝑇 ̃ −1 −1 (15) Where 𝚼 = 𝚩𝐑 𝐱 𝚩.
𝒘opt = 𝑹 𝒙 𝐫𝐱𝐝 + 𝑹𝒙 𝑯[𝑯 𝑹𝒙 (𝑘)𝑯] [𝝃
and by utilizing the Isserlis’ theorem [15], we have
− 𝑯𝑇 𝒘𝒐 ]
𝐸[𝒙(𝑘)𝒙𝑻 (𝑘)𝚩𝒙(𝑘)𝒙𝑻 (𝑘)]
From (1), and by utilizing A.1-A.2, we derive
= 𝐑 𝐱 𝚩𝐑 𝐱 + 𝐑 𝐱 𝚩𝐑 𝐱
(24)
+ 𝐸[𝒙𝑻 (𝑘)𝚩𝒙(𝑘)]𝐑 𝐱
𝑑(𝑘) = 𝒘𝑇𝑜 𝒙(𝑘) + 𝜂(𝑘)
= 2𝐑 𝐱 𝚩𝐑 𝐱 + Tr(𝚼)𝐑 𝐱
⟹ 𝑑(𝑘)𝒙 (𝑘) = 𝒘𝑇𝑜 𝒙(𝑘)𝒙𝑻 (𝑘) + 𝜂(𝑘)𝒙𝑻 (𝑘)
𝑻

⟹ 𝛽(𝜖(𝑘))𝑑(𝑘)𝒙𝑻 (𝑘)
Thus, by invoking (23) and (24) into (21), and 𝚩𝐑 𝐱 𝝑 = 0𝑀𝑥1 ,
= 𝛽(𝜖(𝑘))𝒘𝑇𝑜 𝒙(𝑘)𝒙𝑻 (𝑘) the mean square stability can be defined
+ 𝛽(𝜖(𝑘))𝜂(𝑘)𝒙𝑻 (𝑘)
It known that 𝐸[‖𝒘 ̃ (𝑘 + 1)‖𝟐𝚺 ] = 𝐸[‖𝒘 ̃ (𝑘)‖𝟐𝚺 ]
𝒘𝒐 = 𝑹̃ −1
𝒙 𝐫𝐱𝐝 (16)
+ 𝜇 𝐸[𝛽 2 (𝜖(𝑘))]Tr(𝚼)(𝝑𝑇 𝐑 𝐱 𝝑
2 (25)
+ 𝐸[𝜂 2 (𝑘)])
Thus, merging (15) and (16), we obtain
And the 𝚺 defined in (22) can be rewritten as
−1
(17) 𝚺 = 𝑰𝑀 − 2𝜇𝐸[𝛽(𝜖(𝑘))]𝚩𝐑 𝐱 𝚩
̃ −1
𝒘opt = 𝒘𝒐 + 𝑹 𝑇 ̃ −1 𝑇
𝒙 𝑯[𝑯 𝑹𝒙 (𝑘)𝑯] [𝝃 − 𝑯 𝒘𝒐 ]
+ 𝜇 2 𝐸[𝛽 2 (𝜖(𝑘))](Tr(𝚼)𝚩𝐑 𝐱 𝚩 (26)
+ 𝟐𝚩𝐑 𝐱 𝚩𝐑 𝐱 𝚩)
Also, we define
Let us assume that 𝜆𝒕 (𝑡 = 1,2, … . , 𝑀 − 𝑁) represents
𝝑 = 𝒘𝒐 − 𝒘𝐨𝐩𝐭 (18)
eigenvalues of the matrix 𝚼 , thus, a sufficient condition to
ensure the mean square stability should satisfy
After substituting (1) and (11) and (18) into (10) and doing
some mathematical manipulations, we obtain as [12]
|1 − 2𝜇𝐸[𝛽(𝜖(𝑘))]𝜆𝒕
+ 𝜇 2 𝐸[𝛽 2 (𝜖(𝑘))][Tr(𝚼)𝜆𝒕 (27)
̃ (𝑘 + 1) = 𝚩 (𝑰𝑀 − 𝜇𝛽(𝜖(𝑘))𝒙(𝑘)𝒙𝑻 (𝑘)) 𝒘
𝒘 ̃ (𝑘)
(19) + 2𝜆2𝑡 ]| < 1
+ 𝜇𝛽(𝜖(𝑘))𝚩𝒙(𝑘)𝒙𝑻 (𝑘)𝝑 Thus, the bound of 𝜇 can be defined as
+ 𝜇𝛽(𝜖(𝑘))𝜂(𝑘)𝚩𝒙(𝑘) + 𝚩𝒘𝐨𝐩𝐭
+ 𝝓 − 𝒘𝐨𝐩𝐭 2𝐸[𝛽(𝜖(𝑘))]
0<𝜇< (28)
𝐸[𝛽 2 (𝜖(𝑘))](2𝜆 max + 𝑇𝑟(𝚼))
From [5], we find that 𝚩𝒘𝐨𝐩𝐭 + 𝝓 − 𝒘𝐨𝐩𝐭 = 0𝑀𝑥1 , and 𝚩 is
idempotent, such that 𝚩 = 𝚩 𝟐 and 𝚩 = 𝚩 𝐓 and 𝚩𝒘 ̃ (𝑘) = 𝜆max denotes the maximum eigenvalues of Tr(𝚼).
̃ (𝑘). Thus, using these properties into (19), we have
𝒘 Since 𝐸[𝛽(𝜖(𝑘))] ≥ 𝐸[𝛽 2 (𝜖(𝑘))] > 0 , therefore, to ensure
mean square stability, a stronger condition can be obtained:
̃ (𝑘 + 1) = (𝑰𝑀 − 𝜇𝛽(𝜖(𝑘))𝚩𝒙(𝑘)𝒙𝑻 (𝑘)𝚩)𝒘
𝒘 ̃ (𝑘) 2
+ 𝜇𝛽(𝜖(𝑘))𝚩𝒙(𝑘)𝒙𝑻 (𝑘)𝝑 (20) 0<𝜇<
(2𝜆max + 𝑇𝑟(𝚼)) (29)
+ 𝜇𝛽(𝜖(𝑘))𝜂(𝑘)𝚩𝒙(𝑘)
B). Steady-State MSD
By employing the Euclidean norm squared and taking the
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To facilitate the steady-state (MSD) performance analysis, let

us consider an arbitrary symmetric nonnegative definite matrix ̃ (𝑘 + 1)‖𝟐 ]
𝑀𝑆𝐷(∞) = lim 𝐸[‖𝒘
𝑘→∞
𝑷. By taking the expectations of the Euclidean norm squared of (41)
̃ (𝑘)‖𝟐 ]
= lim 𝐸[‖𝒘
both sides of (20) and invoking the assumption A1-A3, we have 𝑘→∞

𝐸[‖𝒘̃ (𝑘 + 1)‖𝟐𝐏 ] (30) By employing (41) into (40), we have

𝟐
= 𝐸[‖𝒘 ̃ (𝑘)‖𝚭 ]
+ 𝜇 2 𝐸[𝛽 2 (𝜖(𝑘))]𝐸[𝜂 2 (𝑘)]𝐸[𝒙𝑻 (𝑘)𝚩𝐏𝐁𝒙(𝑘)] ̃ (𝑘)‖𝟐( 𝑰
lim 𝐸 [‖𝒘 −𝑭)𝒑
]
𝒌→∞ 𝑴𝟐 (42)
+ 𝜇 2 𝐸[𝛽 2 (𝜖(𝑘))]𝝑𝑇 𝐸[𝒙(𝑘)𝒙𝑻 (𝑘)𝚩𝐏𝐁𝒙(𝑘)𝒙𝑻 (𝑘)]𝝑 = lim 𝜇 2 𝐸[𝛽 2 (𝜖(𝑘))](𝝑𝑻 𝑹𝒙 𝝑
Where 𝒌→∞
𝚭 + 𝐸[𝜂 2 (𝑘)])vec T (𝚼)𝒑
= 𝐸 {(𝑰𝑀 − 𝜇𝛽(𝜖(𝑘))𝒙(𝑘)𝒙𝑇 (𝑘)) 𝚩𝐏𝐁 (31)
Therefore, by choosing 𝐩 = ( 𝑰𝑀2 − 𝑭)−1 vec(𝐼𝑀 ), we achieve
𝑇 (𝑘))}
× (𝑰𝑀 − 𝜇𝛽(𝜖(𝑘))𝒙(𝑘)𝒙
𝑀𝑆𝐷(∞) = 𝜇 2 (𝝑𝑇 𝐑 𝐱 𝝑
= 𝚩𝐏𝐁 − 𝜇𝐸[𝛽(𝜖(𝑘))]𝐑 𝐱 𝚩𝐏𝐁
+ 𝐸[𝜂 2 (𝑘)])vec T (𝚼) lim ( 𝑰𝑀2 (43)
− 𝜇𝐸[𝛽(𝜖(𝑘))]𝚩𝐏𝐁𝐑 𝐱 𝑘→∞

+ 𝜇 2 𝐸[𝛽 2 (𝜖(𝑘))]𝐸[𝒙(𝑘)𝒙𝑻 (𝑘)𝚩𝐏𝐁𝒙(𝑘)𝒙𝑻 (𝑘)] − 𝑭)−1 vec(𝑰𝑀 )𝐸[𝛽 2 (𝜖(𝑘))]

By using similar method as for (23) and (24), we have By using (17) and (18), and invoking A.3, we obtain

𝐸[𝒙𝑻 (𝑘)𝚩𝐏𝐁𝒙(𝑘)] = 𝑇𝑟(𝐏𝚼) 𝝑 = 𝑹−1 𝑇 −1 −1 𝑇

𝑥 (𝑘)𝑯[𝑯 𝑹𝑢𝑢 (𝑘)𝑯] [𝑯 𝒘𝒐 − 𝝃] (44)
(32)
𝐸[𝒙(𝑘)𝒙𝑻 (𝑘)𝚩𝐏𝐁𝒙(𝑘)𝒙𝑻 (𝑘)] (34) Finally, in order to accomplish the theoretical steady-state MSD
= 𝑇𝑟(𝐏𝚼)𝐑 𝐱 + 2𝐑 𝐱 𝚩𝐏𝐁𝐑 𝐱 analysis, the two terms lim 𝐸[𝛽(𝜖(𝑘))] and lim 𝐸[𝛽 2 (𝜖(𝑘))]
𝑘→∞ 𝑘→∞
Now, (31) can be rewritten as are also required to be evaluated. However, due to the
mathematical complexity of the CRLMLS family for
𝚭 = (𝑰𝑀 − 𝜇𝐸[𝛽(𝜖(𝑘))]𝐑 𝐱 )𝚩𝐏𝐁(𝑰𝑀 theoretical analysis when p > 2, here, we only study the steady-
− 𝜇𝐸[𝛽(𝜖(𝑘))]𝐑 𝐱 ) (35)
state MSD of the standard CRLMLS. To that end, we put p = 2
+ 𝜇 2 𝐸[𝛽 2 (𝜖(𝑘))]𝑇𝑟(𝐏𝚼)𝐑 𝐱 in the expression (12) such that 𝛽𝑝=2 (𝜖(𝑘)) = g(𝜖(𝑘)) =
+ 2𝜇 2 𝐸[𝛽 2 (𝜖(𝑘))]𝐑 𝐱 𝚩𝐏𝐁𝐑 𝐱 1
. Basically, in the following analysis we consider two
2 2 1+𝛼|𝜖(𝑘)|2
− 𝜇 [𝐸[𝛽(𝜖(𝑘))]] 𝐑 𝐱 𝚩𝐏𝐁𝐑 𝐱 noise conditions as:
By using the property in [17] that for any matrices {𝐶, 𝐷, 𝐹} of
suitable dimensions, we have 1). Gaussian noise condition 𝜂(𝑘)~𝒩(0,1),
vec(𝐶, 𝐷, 𝐹) = (𝐹 𝑇 ⨂𝐶)vec(𝐷) (36) By assumption A.2, and using the approximation that, at the
And steady-steady 𝒘(𝑘) ≈ 𝒘opt , thus, by using (18), we obtain
𝑇 (37)
Tr(𝐶𝐷) = (vec(𝐶)) vec(𝐷)
It yields that 𝑇 (45)
𝜖𝑎 (𝑘) = (𝒘𝒐 − 𝒘𝐨𝐩𝐭 ) 𝒙(𝑘) = 𝝑𝑇 𝒙(𝑘)
vec(𝚭) = 𝐅𝐩 (38)
Since 𝜖(𝑘) = 𝜖𝑎 (𝑘) + 𝜂(𝑘), thus, by utilizing A.1- A.2, the
where
variance of the error 𝜖(𝑘) can be described as
𝑭 = (𝑰𝑀 − 𝜇𝐸[𝛽(𝜖(𝑘))]𝐑 𝐱 )𝚩⨂(𝑰𝑀
𝜎𝜖2 = 𝝑𝑇 𝐑 𝐱 𝝑 + 𝜎𝜂2 (46)
− 𝜇𝐸[𝛽(𝜖(𝑘))]𝐑 𝐱 )𝑩 (39)
Therefore, the nonlinear functions lim 𝐸[g(𝜖(𝑘))] and
+ 2𝜇 2 𝐸[𝛽 2 (𝜖(𝑘))](𝐑 𝐱 𝐁⨂𝐑 𝐱 𝐁) 𝑘→∞
lim 𝐸[g 2 (𝜖(𝑘))] can be computed as [16]
+ 𝜇 2 𝐸[𝛽 2 (𝜖(𝑘))]vec(𝐑 𝐱 )vec(𝚼) 𝑘→∞
2 2
− 𝜇 [𝐸[𝛽(𝜖(𝑘))]] (𝐑 𝐱 𝐁⨂𝐑 𝐱 𝐁)
lim 𝐸[g(𝜖(𝑘))]
𝑘→∞
∞
and vec(𝐏) = 𝐩 , then, merging (32), (34) and (38), the 1 1 𝜖 2 (𝑘)
expression in (30) becomes = lim ∫ exp ( − ) 𝑑𝜖(𝑘)
𝑘→∞ √2𝜋 𝜎𝜖 1 + 𝛼|𝜖(𝑘)|2 2𝜎𝜖2
−∞
̃ (𝑘 +
𝑬[‖𝒘 1)‖𝟐𝐩 ] = ̃ (𝑘)‖𝟐𝐅𝐩 ]
𝑬[‖𝒘 𝜋 1
(40) =√ exp ( )
+ 𝜇 𝐸[𝛽 (𝜖(𝑘))](𝝑𝑇 𝐑 𝐱 𝝑
2 2
2𝛼(𝝑𝑇 𝐑 𝐱𝝑 + 𝜎𝜂2 ) 2𝛼(𝝑𝑇 𝐑 𝐱𝝑 + 𝜎𝜂2 )
+ 𝐸[𝜂 2 (𝑘)])vec T (𝚼)𝐩
𝜋
The steady-state MSD of adaptive filter can be defined as [13] + erfc (√ ) = Ω(𝑘)
2𝛼(𝝑𝑇 𝐑 𝐱𝝑 + 𝜎𝜂2 )
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(47) 𝐸[g(𝜖(𝑘))] ≈ 𝐸[g(𝜂(𝑘))]

lim 𝐸[g 2 (𝜖(𝑘))] 1 2 (51)
𝑘→∞
∞
+ 𝐸[g ′′ (𝜂(𝑘))]𝐸 [(𝜖𝑎 (𝑘)) ]
2
1 1 𝜖 2 (𝑘) 1
= lim ∫ exp ( − ) 𝑑𝜖(𝑘) = 𝐸[ ]
𝑘→∞ √2𝜋 𝜎𝜖 (1 + 𝛼|𝜖(𝑘)|2 )2 2𝜎𝜖2 1 + 𝛼𝜂 2 (𝑘)
−∞
1 2𝛼(3𝛼𝜂 2 (𝑘) − 1)
2 + 𝝑𝑇 𝐑 𝐱 𝝑𝐸 [ 3 ]
= √𝛼
2 (1 + 𝛼𝜂 2 (𝑘))
3
2𝛼 2 (𝝑𝑇 𝐑 𝐱 𝝑 + 𝜎𝜂2 ) = 𝛾(𝑘)
{ Also,
1
√𝜋exp ( ) 𝐸[g 2 (𝜂(𝑘))]
2𝛼(𝝑𝑇 𝐑 𝐱 𝝑 + 𝜎𝜂2 ) (52)
+ (−1 ≈ 𝐸[𝛽(𝜂 2 (𝑘))]
2
√2(𝝑𝑇 𝐑 𝐱𝝑 + 𝜎𝜂2 ) ′′
+ 𝐸 [(𝜖𝑎 (𝑘)) ] 𝐸[g(𝜂(𝑘))g (𝜂(𝑘)) + g (𝜂(𝑘))] ′2

+ 𝛼(𝝑𝑇 𝐑 𝐱𝝑 1
= 𝐸[ 2]
1 (1 + 𝛼𝜂 2 (𝑘))
+ 𝜎𝜂2 )) erfc (√ ) = Γ(𝑘)
2𝛼(𝝑𝑇 𝐑 𝐱 𝝑 + 𝜎𝜂2 ) 2𝛼(5𝛼𝜂 2 (𝑘) − 1)
+ 𝝑𝑇 𝐑 𝐱 𝝑𝐸 [ 4 ] = 𝜛(𝑘)
} (1 + 𝛼𝜂 2 (𝑘))
(48)
Now after substituting (47) and (48) into (43), we have Now, after substituting (51) and (52) into (43), we have
𝑀𝑆𝐷(∞) = 𝜇 2 (𝝑𝑇 𝐑 𝐱 𝝑 𝑀𝑆𝐷(∞) = 𝜇 2 (𝝑𝑇 𝐑 𝐱 𝝑
+ 𝜎𝜂2 )vec T (𝚼) lim ( 𝑰𝑀2 (49)
𝑘→∞
+ 𝐸[𝜂 2 (𝑘)])vec T (𝚼) lim ( 𝑰𝑀2 (53)
𝑘→∞
− 𝑭)−1 vec(𝑰𝑀 )Γ(𝑘) − 𝑭) −1
vec(𝑰𝑀 )𝜛(𝑘)

2). Non-Gaussian noise condition, The steady-state MSD for CRLMLS algorithm obtained in (49)
To perform the analysis in this case, Taylor series expansion of and (53), were obtained by using approximation 𝒘(𝑘) ≈ 𝒘opt
the nonlinearity function 𝛽(𝜖(𝑘)) with respect to 𝜖𝑎 [𝑡] around . Moreover, for the case of non-Gaussian condition, the higher
the noise value 𝜂(𝑘) is usually used [14, 17]. It follows that, order terms of 𝑂(𝜖𝑎 (𝑘))2 are ignored. Hence, if the magnitude
(12) can be expanded as of noise power is very large, the expressions obtained (49) and
(53) will not yield accurate results.
𝛽(𝜖(𝑘)) = 𝛽(𝜖𝑎 (𝑘) + 𝜂(𝑘))
= 𝛽(𝜂(𝑘)) + 𝛽 ′ (𝜂(𝑘))𝜖𝑎 (𝑘) (50) V. SIMULATION RESULT
1
+ 𝛽 ′′ (𝜂(𝑘))(𝜖𝑎 (𝑘))2 In this part, we give some numerical simulation results in
2 Gaussian and non-Gaussian noise to evaluate the performance
+ 𝑂(𝜖𝑎 (𝑘))2 of the CRLMLS family algorithm and to verify the theoretical
analysis.
Where 𝛽 ′ (𝜂(𝑘)) and 𝛽 ′′ (𝜂(𝑘)) are the first and second An unknown system 𝒘𝑜 to be identified is wo = [0.3328, -
differential terms of the nonlinear function 𝛽(𝜖(𝑘)) , and 0.0392, -0.0944, 0.7174, -0.652, -0.0721, 0.58], the constraint
𝑂(𝜖𝑎 (𝑘))2 is higher order terms. matrix 𝑯 is set [-0.1058, 0.2778, -0.115; 1.5423, 1.6399,
Where for the case of standard CRLMLS ( 𝑝 = 2 ), 0.3357; 0.2614, -0.7101, -0.0217; 0.2191, -0.4895, 0.5751; -
𝛽𝑝=2 (𝜂(𝑘)) = g(𝜂(𝑘)), thus, we have 1.855, 0.49, 0.6389; -0.718, 0.4914, -0.5332; -0.3816, -0.0427,
1 -1.0077] and the constraint vector is chosen as 𝝃 =[1.0767; -
g(𝜂(𝑘)) = 0.5783; -0.5993] as in [3]. The normalized MSD (NMSD) is
1 + 𝛼𝜂 2 (𝑘)
2𝛼𝜂(𝑘) frequently used as an adaptive filtering algorithm performance
g ′ (𝜂(𝑘)) = − 2 evaluation metric [12, 18], which can be defined as
(1 + 𝛼𝜂 2 (𝑘)) ‖𝒘(𝑘) − 𝒘𝑜 ‖2
2𝛼(3𝛼𝜂 2 (𝑘) − 1) 𝑁𝑀𝑆𝐷 = 10 log10 {𝐸 [ ]} (54)
g ′′ (𝜂(𝑘)) = ‖𝒘 ‖2𝑜
3
(1 + 𝛼𝜂 2 (𝑘)) and the input signal with variance 𝜎𝑢2 = 1 is used. The
simulation results are achieved as an average over 100
However, from [5], we use the approximations independents Monte Carlo experiments, 20000 iterations are
run to ensure the algorithms reach the steady state and the
steady-state results is obtained over averaging last 200
iterations.

A). System identification Application

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Here, we consider the system identification with the adaptive

filter length M = 7, and the signal to noise ratio (SNR) is 30 dB.
The noise distortion includes Gaussian, non-Gaussian noise
distribution. These non-Gaussian can be described as
1. Binary noise distribution: the noise takes {−1,1} with
probability 𝑃𝑟{𝜂 = −1} = 𝑃𝑟{𝜂 = 1} = 0.5.
2. Uniform noise distribution over {−√3, √3}
3. Alpha-stable noise distribution: (α-stable) distribution
conveniently described by its characteristic function
[19, 20] as
𝜓[𝑡] = exp{𝑗𝛿𝑡 − 𝛾|𝑡|𝛼 [1 + 𝑗Βsgn(𝑡)𝑆(𝑡, 𝛼)]} (55)
In which
𝛼𝜋
tan ( ) if 𝛼 ≠ 1
2 (55)
𝑆(𝑡, 𝛼) = { 2
log|𝑡| if 𝛼 = 1
𝜋
From last expression (55), α-stable noise distribution can be
determined by 1) characteristic exponent parameter (0 < 𝛼 ≤
2); 2) dispersion parameter (𝛾 > 0); 3) symmetry parameter
( −1 ≤ Β ≤ 1 ); and 4) location parameter (∞ < 𝛿 < −∞ ) .
Thus, we can describe the α-stable noise by 𝑆α−stable (𝛼, 𝐵, 𝛾, 𝛿)
as [21]. However, it’s worth to note that the α-stable noise
distribution is Gaussian noise when 𝛼=2 and becomes a Cauchy
distribution if α=2.

Fig. 5. Comparison of the MSD of the CLMS, CMVC,

CMCC, CRLMLS family algorithms in: (a) Gaussian; (b)
Uniform over {−√3, √3}; (c) Binary over {−1,1} (d) alpha-
stable with 𝑆α−stable (1.15,0,1,0).

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Fig. 4 we investigate the NMSD performance of the proposed
CRLMLS family algorithms as compared to the CLMS,
standard CMVC, CMCC algorithms in the presence of
difference noise scenarios: Gaussian noise with zero mean and
𝜎𝜂2 = 1 , Binary noise over {−1,1} , Uniform noise over
{−√3, √3} and strong heavy-tailed noise distribution with
𝑆α−stable (1.15,0,1,0). From Fig. 10, it can be observed that,
standard CRLMLS algorithms is robust against non-Gaussian,
while the higher-order of CRLMLS family are significantly
outperforms the other robust adaptive filters.
Theoretical and simulated MSD of standard CRLMLS through
long iterations for under Gaussian, Uniform and alpha-stable
noise distributions.
Fig. 4 shows the theoretical and simulated MSD versus a
number of iterations. We consider Gaussian noise with 𝜎𝜂2 =
0.1, uniform noise over {−√3, √3} and alpha-stable noise with
stable with 𝑆α−stable (1.15,0,1,0). It can be observed form this
figure that the simulated results are consistent with the results
those calculated by theory.
B). Beamforming Application
Adaptive beamforming is an important technology for mobile
communications [22, 23]. Here we examine the performance of
the standard RLMLS under the beamforming application. we
consider a uniform linear array (ULA) with M = 7
omnidirectional sensors with an element spacing of half
wavelength. We assume that there are four users with the
directions-of-arrival (DOA) of −35° , 0° , 30° and 60° ,
respectively. Among them, the corresponding signal of one user
is of interest, presumed to arrive at DOA of 𝜃𝑑 = 0° and the rest
considered as the interference signals. We choose the constraint
matrix 𝑯 = [𝑰(𝑀−1)/2 , 0, −𝑱(𝑀−1)/2 ] with 𝑱 being a reversal
matrix of size (an identity matrix with all rows in reversed
order), and the response vector 𝝃 = 0 [24]. The measurement
noise 𝜂(𝑘) is the non-Gaussian noise alpha-stable noise with
𝑆α−stable (1.3,0,1,0). From Fig. 10, it can be observed that, the
standard CRLMLS algorithm has the highest gain in the
direction of the signal of user of interest and successfully
7
suppresses other interference signals in the presence of alpha-
stable noise environments.
Beampatterns of CLMS, CMCC and standard CRLMLS in
impulsive noise with 𝑆α−stable (1.3,0,1,0)..
VI. CONCLUSION
In the presented work here, we introduced a novel HQC
adaptive filtering algorithm based on a convex half
quadratic criterion (HQC) cost function that is robust against
impulsive nose, improves filtering convergence speed and
accuracy, simultaneously. To improve the performance of the
proposed algorithm characteristics, a variable step-size of HQC
(VSS-HQC) is further proposed. We carried out the mean
square analysis in terms of transient MSD and steady-state
MSD and EMSE performance under the assumptions of
Gaussian interreference. Also, sufficient conditions for the
algorithm's stability were provided. The simulation results
demonstrated that, the proposed algorithms provide good
performance under both Gaussian and non-Gaussian noise
environments.
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