Acceleration of adaptive parallel projection algorithms by Pairwise Optimal WEight Realization

Masahiro Yukawa, Isao Yamada

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

2 Citations (Scopus)

Abstract

The adaptive Parallel Subgradient Projection (PSP) technique improves the convergence speed, in noisy environment, of linear-projection-based algorithms (e.g., NLMS and APA), with low computational complexity. The technique utilizes weighted average of the metric projections onto a series of closed half-spaces which contain, with high probability, unknown system to be identified. So far, mainly for simplicity, uniform weighting has been used. However, it is of great interest to develop more strategic weighting for further improvements of convergence, where the weight design should also be with low computational complexity. This paper presents a novel weighting technique named Pairwise Optimal WEight Realization PSP (POWER-PSP). For each pair of half-spaces, the proposed technique realizes the exact metric projection onto their intersection. Even for q(≥ 3) half-spaces, the technique can approximate, in computationally efficient way, the exact projection onto their intersection by applying the same idea to certain hierarchical structure of half-spaces. Simulation results exemplify that the proposed technique yields drastic improvements of convergence speed and robustness against noise, while keeping linear computational complexity.

Original languageEnglish
Title of host publication2004 12th European Signal Processing Conference, EUSIPCO 2004
PublisherEuropean Signal Processing Conference, EUSIPCO
Pages713-716
Number of pages4
Volume06-10-September-2004
ISBN (Electronic)9783200001657
Publication statusPublished - 2015 Apr 3
Externally publishedYes
Event12th European Signal Processing Conference, EUSIPCO 2004 - Vienna, Austria
Duration: 2004 Sep 62004 Sep 10

Other

Other12th European Signal Processing Conference, EUSIPCO 2004
CountryAustria
CityVienna
Period04/9/604/9/10

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ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering

Cite this

Yukawa, M., & Yamada, I. (2015). Acceleration of adaptive parallel projection algorithms by Pairwise Optimal WEight Realization. In 2004 12th European Signal Processing Conference, EUSIPCO 2004 (Vol. 06-10-September-2004, pp. 713-716). [7080008] European Signal Processing Conference, EUSIPCO.