Extension of Wirtinger's Calculus to Reproducing Kernel Hilbert Spaces and the Complex Kernel LMS (1006.3033v3)

Abstract: Over the last decade, kernel methods for nonlinear processing have successfully been used in the machine learning community. The primary mathematical tool employed in these methods is the notion of the Reproducing Kernel Hilbert Space. However, so far, the emphasis has been on batch techniques. It is only recently, that online techniques have been considered in the context of adaptive signal processing tasks. Moreover, these efforts have only been focussed on real valued data sequences. To the best of our knowledge, no adaptive kernel-based strategy has been developed, so far, for complex valued signals. Furthermore, although the real reproducing kernels are used in an increasing number of machine learning problems, complex kernels have not, yet, been used, in spite of their potential interest in applications that deal with complex signals, with Communications being a typical example. In this paper, we present a general framework to attack the problem of adaptive filtering of complex signals, using either real reproducing kernels, taking advantage of a technique called \textit{complexification} of real RKHSs, or complex reproducing kernels, highlighting the use of the complex gaussian kernel. In order to derive gradients of operators that need to be defined on the associated complex RKHSs, we employ the powerful tool of Wirtinger's Calculus, which has recently attracted attention in the signal processing community. To this end, in this paper, the notion of Wirtinger's calculus is extended, for the first time, to include complex RKHSs and use it to derive several realizations of the Complex Kernel Least-Mean-Square (CKLMS) algorithm. Experiments verify that the CKLMS offers significant performance improvements over several linear and nonlinear algorithms, when dealing with nonlinearities.