Acceleration of adaptive proximal forward-backward splitting method and its application to sparse system identification

Masao Yamagishi, Masahiro Yukawa, Isao Yamada

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

17 Citations (Scopus)

Abstract

In this paper, we propose an acceleration technique of the adaptive filtering scheme called adaptive proximal forward-backward splitting method. For accelerating the convergence rate, the proposed method includes a step to shift the current estimate in the direction of the difference between the current and previous estimates based on the Fast Iterative Shrinkage/Thresholding Algorithm (FISTA). The computational complexity for this additional step is fairly low compared to the overall complexity of the algorithm. As an example of the proposed method, we derive an acceleration of the composition of the Adaptively Weighted Soft-Thresholding (AWST) operator and the exponentially weighted adaptive parallel projection. AWST shrinks the estimated filter coefficients to zero for exploiting the sparsity of the system to be estimated and the exponentially weighted adaptive parallel projection algorithm realizes high accuracy by utilizing all available information at each iteration. This accelerated method improves the steady-state mismatch drastically with its convergence speed as fast as the proportionate affine projection algorithm.

Original languageEnglish
Title of host publication2011 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011 - Proceedings
Pages4296-4299
Number of pages4
DOIs
Publication statusPublished - 2011 Aug 18
Externally publishedYes
Event36th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011 - Prague, Czech Republic
Duration: 2011 May 222011 May 27

Publication series

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

Other

Other36th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011
CountryCzech Republic
CityPrague
Period11/5/2211/5/27

Keywords

  • Acceleration
  • parallel projection
  • proximal forward-backward splitting method
  • sparse system identification
  • variable metric

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

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  • Cite this

    Yamagishi, M., Yukawa, M., & Yamada, I. (2011). Acceleration of adaptive proximal forward-backward splitting method and its application to sparse system identification. In 2011 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011 - Proceedings (pp. 4296-4299). [5947303] (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings). https://doi.org/10.1109/ICASSP.2011.5947303