Boxed-constraint least mean square algorithm and its performance analysis

In this paper, a novel adaptive filter algorithm, called boxed-constraint least mean square (BXCLMS) algorithm, is proposed for identifying the boxed-constrained system where the parameter to estimate is limited in a range from lower bound to upper bound. The proposed algorithm is derived by using the Karush-Kuhn-Tucker (KKT) conditions and fixed-point iteration algorithm. In addition, the stochastic behavior analysis of proposed algorithm is performed in terms of mean and mean square performance. Finally, simulations are carried out to demonstrate the performance of BXCLMS algorithm and verify the correctness of the analytical results.