A subband adaptive iterative shrinkage/thresholding algorithm

Authors:
Ilker Bayram;Ivan W. Selesnick
Affiliations:
Ecole Polytechnique Fédérale de Lausanne, Lausanne, Switzerland and Department of Electrical and Computer Engineering, Polytechnic Institute of New York University, Brooklyn, NY;Department of Electrical and Computer Engineering, Polytechnic Institute of New York University, Brooklyn, NY
Venue:
IEEE Transactions on Signal Processing
Year:
2010

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Abstract

We investigate a subband adaptive version of the popular iterative shrinkage/thresholding algorithm that takes different update steps and thresholds for each subband. In particular, we provide a condition that ensures convergence and discuss why making the algorithm subband adaptive accelerates the convergence. We also give an algorithm to select appropriate update steps and thresholds for when the distortion operator is linear and time invariant. The results in this paper may be regarded as extensions of the recent work by Vonesch and Unser.