Nonnegative Least-Mean-Square Algorithm
Jie Chen, Cédric Richard, J.C.M. Bermudez, Paul Honeiné · IEEE Transactions on Signal Processing · 2011
Dynamic system modeling plays a crucial role in the development of techniques for stationary and nonstationary signal processing. Due to the inherent physical characteristics of systems under investigation, nonnegativity is a desired constraint that can usually be imposed on the parameters to estimate. In this paper, we propose a general method for system identification under nonnegativity constraints. We derive the so-called nonnegative least-mean-square algorithm (NNLMS) based on stochastic gradient descent, and we analyze its convergence. Experiments are conducted to illustrate the performance of this approach and consistency with the analysis.