Simulação do comportamento estocástico do algoritmo KLMS com diferentes kernels
The kernel least-mean-square (KLMS) algorithm is a popular algorithmin nonlinear adaptive filtering due to its simplicity androbustness. In kernel adaptive filtering, the statistics of the inputto the linear filter depends on the kernel and its parameters. Moreover,practical implementations on systems estimation require afinite non-linearity model order. In order to obtain finite ordermodels, many kernelized adaptive filters use a dictionary of kernelfunctions. Dictionary size also depends on the kernel and itsparameters. Therefore, KLMS may have different performanceson the estimation of a nonlinear system, the time of convergence,and the accuracy using a different kernel. In order to analyze theperformance of KLMS with different kernels, this paper proposesthe use of the Monte Carlo simulation of both steady-state and thetransient behavior of the KLMS algorithm using different types ofkernel functions and Gaussian inputs.