Robust recursive algorithm under uncertainties via worst-case SINR maximization

The performance of traditional constrained-LMS (CLMS) algorithm is known to degrade seriously in the presence of small training data size and mismatches between the assumed array response and the true array response. In this paper, we develop a robust constrained-LMS (RCLMS) algorithm based on worst-case SINR maximization. Our algorithm belongs to the class of diagonal loading techniques, in which the diagonal loading factor is obtained in a simple form and it decreases the computation cost. The updated weight vector is derived by the descent gradient method and Lagrange multiplier method. It demonstrates that our proposed recursive algorithm provides excellent robustness against signal steering vector mismatches and the small training data size and, has fast convergence rate, and makes the mean output array signal-to-interference-plus-noise ratio (SINR) consistently close to the optimal one. Some simulation results are presented to compare the performance of our robust algorithm with the traditional CLMS algorithm.