A unified view of adaptive variable-metric projection algorithms

Authors:
Masahiro Yukawa;Isao Yamada
Affiliations:
Mathematical Neuroscience Laboratory, BSI, RIKEN, Wako, Saitama, Japan;Department of Communications and Integrated Systems, Tokyo Institute of Technology, Tokyo, Japan
Venue:
EURASIP Journal on Advances in Signal Processing
Year:
2009

Citing 21
Cited 0

Adaptive signal processing

Adaptive signal processing
Matrix analysis

Matrix analysis
Adaptive Filters: Theory and Applications

Adaptive Filters: Theory and Applications
Efficient Blind MAI Suppression in DS/CDMA Systems by Embedded Constraint Parallel Projection Techniques

IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
Acoustic MIMO Signal Processing (Signals and Communication Technology)

Acoustic MIMO Signal Processing (Signals and Communication Technology)
Efficient fast stereo acoustic echo cancellation based on pairwise optimal weight realization technique

EURASIP Journal on Applied Signal Processing
Proportionate adaptive algorithm for nonsparse systems based on Krylov subspace and constrained optimization

ICASSP '09 Proceedings of the 2009 IEEE International Conference on Acoustics, Speech and Signal Processing
Krylov-proportionate adaptive filtering techniques not limited to sparse systems

IEEE Transactions on Signal Processing
A flexible peak-to-average power ratio reduction scheme for OFDM systems by the adaptive projected subgradient method

IEEE Transactions on Signal Processing
An adaptive projected subgradient approach to learning in diffusion networks

IEEE Transactions on Signal Processing
Signal processing in dual domain by adaptive projected subgradient method

DSP'09 Proceedings of the 16th international conference on Digital Signal Processing
Adaptive constrained learning in reproducing Kernel Hilbert spaces: the robust beamforming case

IEEE Transactions on Signal Processing
Advances in Network and Acoustic Echo Cancellation

Advances in Network and Acoustic Echo Cancellation
Transform-domain adaptive filters: an analytical approach

IEEE Transactions on Signal Processing
Analysis of LMS-Newton adaptive filtering algorithms with variableconvergence factor

IEEE Transactions on Signal Processing
Multiaccess Interference Suppression in Orthogonal Space–Time Block Coded MIMO Systems by Adaptive Projected Subgradient Method

IEEE Transactions on Signal Processing
Pairwise Optimal Weight Realization—Acceleration Technique for Set-Theoretic Adaptive Parallel Subgradient Projection Algorithm

IEEE Transactions on Signal Processing
An efficient robust adaptive filtering algorithm based on parallelsubgradient projection techniques

IEEE Transactions on Signal Processing
Proportionate adaptive algorithms for network echo cancellation

IEEE Transactions on Signal Processing
Online Kernel-Based Classification Using Adaptive Projection Algorithms

IEEE Transactions on Signal Processing - Part I
Adaptive Parallel Quadratic-Metric Projection Algorithms

IEEE Transactions on Audio, Speech, and Language Processing

Quantified Score

Hi-index	0.00

Visualization

Abstract

We present a unified analytic tool named variable-metric adaptive projected subgradient method (V-APSM) that encompasses the important family of adaptive variable-metric projection algorithms. The family includes the transform-domain adaptive filter, the Newton-method-based adaptive filters such as quasi-Newton, the proportionate adaptive filter, and the Krylov-proportionate adaptive filter. We provide a rigorous analysis of V-APSM regarding several invaluable properties including monotone approximation, which indicates stable tracking capability, and convergence to an asymptotically optimal point. Small metric-fluctuations are the key assumption for the analysis. Numerical examples show (i) the robustness of V-APSM against violation of the assumption and (ii) the remarkable advantages over its constant-metric counterpart for colored and nonstationary inputs under noisy situations.