A Variable Step-Size Shrinkage Set-Membership Affine Projection Algorithm for Noisy Input

To solve the conflicting requirement of fast convergence and low steady-state misalignment, a variable step-size shrinkage set-membership affine projection algorithm is proposed, which is efficient for the correlated input signal and noisy input environments. The new variable step size is derived by minimizing the square of noise-free a posteriori error, and the shrinkage method is employed to estimate the second-order statistics of the noise-free a priori error vector. Moreover, the stability analysis of the algorithm is conducted. Simulations demonstrate the effectiveness of the proposed algorithm for various noisy input environments.