Fast communication: Adaptive sparse Volterra system identification with l0-norm penalty

  • Authors:
  • Kun Shi;Peng Shi

  • Affiliations:
  • Texas Instruments, Dallas, TX 75243, United States;Division of Statistics, Northern Illinois University, DeKalb, IL 60115, United States

  • Venue:
  • Signal Processing
  • Year:
  • 2011

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Abstract

This paper considers the adaptive identification of sparse Volterra systems. Based on the sparse nature of the Volterra model, a new cost function is proposed and a recursive method is derived for the estimation of Volterra kernel coefficients. Specifically, we exploit the system sparsity by incorporating an @?"0@?norm constraint in the standard recursive least squares (RLS) cost function and an approximation of @?"0@?norm is used to develop the recursive estimation method. Superior to the traditional RLS algorithm, our approach does not require a long data record to obtain a reliable estimation. Furthermore, compared to the existing methods, the proposed approach achieves comparable steady-state performance and lower computational complexity. The effectiveness of our method is illustrated by computer simulations.