Diffusion Normalized Least Mean M-estimate Algorithms: Design and Performance Analysis

This work proposes diffusion normalized least mean M-estimate algorithm based on the modified Huber function, which can equip distributed networks with robust learning capability in the presence of impulsive interference. In order to exploit the system's underlying sparsity to further improve the learning performance, a sparse-aware variant is also developed by incorporating the $l_0$-norm of the estimates into the update process. We then analyze the transient, steady-state and stability behaviors of the algorithms in a unified framework. In particular, we present an analytical method that is simpler than conventional approaches to deal with the score function since it removes the requirements of integrals and Price's theorem. Simulations in various impulsive noise scenarios show that the proposed algorithms are superior to some existing diffusion algorithms and the theoretical results are verifiable.