Reweighted lp-norm constraint least exponentiated square algorithm for sparse system identification

Author(s):  
Zhengyan Luo ◽  
Haiquan Zhao ◽  
Zian Fang
2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Young-Seok Choi

This paper presents a new approach of the normalized subband adaptive filter (NSAF) which directly exploits the sparsity condition of an underlying system for sparse system identification. The proposed NSAF integrates a weightedl1-norm constraint into the cost function of the NSAF algorithm. To get the optimum solution of the weightedl1-norm regularized cost function, a subgradient calculus is employed, resulting in a stochastic gradient based update recursion of the weightedl1-norm regularized NSAF. The choice of distinct weightedl1-norm regularization leads to two versions of thel1-norm regularized NSAF. Numerical results clearly indicate the superior convergence of thel1-norm regularized NSAFs over the classical NSAF especially when identifying a sparse system.


2009 ◽  
Vol 16 (9) ◽  
pp. 774-777 ◽  
Author(s):  
Yuantao Gu ◽  
Jian Jin ◽  
Shunliang Mei

2014 ◽  
Vol 665 ◽  
pp. 643-646
Author(s):  
Ying Liu ◽  
Yan Ye ◽  
Chun Guang Li

Metalearning algorithm learns the base learning algorithm, targeted for improving the performance of the learning system. The incremental delta-bar-delta (IDBD) algorithm is such a metalearning algorithm. On the other hand, sparse algorithms are gaining popularity due to their good performance and wide applications. In this paper, we propose a sparse IDBD algorithm by taking the sparsity of the systems into account. Thenorm penalty is contained in the cost function of the standard IDBD, which is equivalent to adding a zero attractor in the iterations, thus can speed up convergence if the system of interest is indeed sparse. Simulations demonstrate that the proposed algorithm is superior to the competing algorithms in sparse system identification.


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