A new stochastic gradient robust filtering method, based on a non-linear amplitude transformation, is proposed. The method requires no a priori knowledge of the characteristics of the input signals and it is insensitive to the signals distribution and to the stationarity of the signals. A simulation study, applying both synthetic and real-world signals, shows that the proposed method has overall better robustness performance, in terms of modeling error, compared with state-of-the-art robust filtering methods. A remarkable property of the proposed method is that it can handle double-talk in the acoustical echo-cancellation problem.
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