Online Prediction of Nonlinear Signal Processing Problems Based Kernel Adaptive Filtering

This paper presents two of the most knowing kernel
adaptive filtering (KAF) approaches, the kernel least mean squares
and the kernel recursive least squares, in order to predict a new output
of nonlinear signal processing. Both of these methods implement a
nonlinear transfer function using kernel methods in a particular space
named reproducing kernel Hilbert space (RKHS) where the model is
a linear combination of kernel functions applied to transform the
observed data from the input space to a high dimensional feature
space of vectors, this idea known as the kernel trick. Then KAF is the
developing filters in RKHS. We use two nonlinear signal processing
problems, Mackey Glass chaotic time series prediction and nonlinear
channel equalization to figure the performance of the approaches
presented and finally to result which of them is the adapted one.

Authors:

• Hamza Nejib
• Okba Taouali

Keywords:

• KLMS
• online prediction
• KAF
• signal processing
• RKHS
• Kernel methods
• KRLS
• KLMS.

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