He is expected to start at West Ham United on Saturday.
Lukaku told evertontv: "Still I can improve and that's why I came here - because it's a big club and a team who play at the top of the league.
"For me, it's the next step I need, so I have to settle in as quickly as I can and set better standards then I did last year.
"I will work for it and you have to be confident in your abilities, because you always have to improve."
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