A sparse adaptive filtering using time-varying soft-thresholding techniques

Yukihiro Murakami, Masao Yamagishi, Masahiro Yukawa, Isao Yamada

Research output: Chapter in Book/Report/Conference proceedingConference contribution

78 Citations (Scopus)

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.

Original languageEnglish
Title of host publication2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010 - Proceedings
Pages3734-3737
Number of pages4
DOIs
Publication statusPublished - 2010 Nov 8
Externally publishedYes
Event2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010 - Dallas, TX, United States
Duration: 2010 Mar 142010 Mar 19

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
ISSN (Print)1520-6149

Other

Other2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010
CountryUnited States
CityDallas, TX
Period10/3/1410/3/19

Keywords

  • Parallel projection
  • Proximal forward-backward splitting
  • Soft-thresholding
  • Sparse adaptive filtering
  • Variable metric

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

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