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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Murakami, Y. Yamagishi, M. Yukawa, M. Yamada, I. |
| Copyright Year | 2010 |
| Description | Author affiliation: Mathematical Neuroscience Lab., Brain Science Institute, RIKEN, Japan (Yukawa, M.) || Dept. of Communications and Integrated Systems, Tokyo Institute of Technology, Japan (Murakami, Y.; Yamagishi, M.; Yamada, I.) |
| Abstract | In this paper, we propose a novel adaptive filtering algorithm based on an iterative use of (i) the proximity operator and (ii) the parallel variable-metric projection. Our time-varying cost function is a weighted sum of squared distances (in a variable-metric sense) plus a possibly nonsmooth penalty term, and the proposed algorithm is derived along the idea of proximal forward-backward splitting in convex analysis. For application to sparse-system identification problems, we employ the (weighted) ℓ1 norm as the penalty term, leading to a time-varying soft-thresholding operator. As the simple example of the proposed algorithm, we present the variable-metric affine projection algorithm composed with the time-varying soft-thresholding operator. Numerical examples demonstrate that the proposed algorithms notably outperform their counterparts without soft-thresholding both in convergence speed and steady-state mismatch, while the extra computational complexity due to the additional soft-thresholding is negligibly low. |
| Starting Page | 3734 |
| Ending Page | 3737 |
| File Size | 818972 |
| Page Count | 4 |
| File Format | |
| ISBN | 9781424442959 |
| ISSN | 15206149 |
| DOI | 10.1109/ICASSP.2010.5495870 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 2010-03-14 |
| Publisher Place | USA |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Adaptive filters Cost function Filtering algorithms Projection algorithms Computational complexity Compressed sensing Convergence of numerical methods Iterative algorithms Time varying systems Neuroscience parallel projection sparse adaptive filtering proximal forward-backward splitting soft-thresholding variable metric |
| Content Type | Text |
| Resource Type | Article |
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