Random Fourier Features Extended Kernel Recursive Least p-Power Algorithm

Abstract

In this paper, we derive a novel random Fourier features extended kernel recursive least p-power (RFF-EW-KRLP) algorithm under the assumption of non-Gaussian impulsive noise. The RFF-EW-KRLP algorithm not only significantly improves convergence rate, steady-state EMSE and tracking ability in the context of impulsive interference, but also reduces the computational complexity replacing the calculation of kernel function with kernel approximation. Simulations are conducted to illustrate the performance benefits of RFF-EW-KRLP related to the typical kernel adaptive filtering algorithms based on the second statistic error criterion in the impulsive noise environment.