Automatic shrinkage tuning based on a system-mismatch estimate for sparsity-aware adaptive filtering

Masao Yamagishi, Masahiro Yukawa, Isao Yamada

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

4 Citations (Scopus)

Abstract

Exploiting the sparsity in learning algorithms is a key to achieve excellent performances of adaptive filters. This can be realized by the adaptive proximal forward-backward splitting with carefully chosen parameters. In this paper, we propose an automatic parameter tuning based on a minimization principle of a stochastic approximation of the system-mismatch. The proposed approximation has a Tikhonov-type regularization term, which aims to minimize the disturbance by the update of the adaptive filter and mitigates overfitting to an instantaneous observation. Thanks to these properties, the proposed method realizes adaptive parameter tuning without any user-defined parameters, unlike our previous method that utilizes the user-defined parameter to avoid over-fitting. A numerical example demonstrates the efficacy of the proposed parameter tuning.

Original languageEnglish
Title of host publication2017 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2017 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages4800-4804
Number of pages5
ISBN (Electronic)9781509041176
DOIs
Publication statusPublished - 2017 Jun 16
Event2017 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2017 - New Orleans, United States
Duration: 2017 Mar 52017 Mar 9

Other

Other2017 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2017
CountryUnited States
CityNew Orleans
Period17/3/517/3/9

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Keywords

  • adaptive proximal forward-backward splitting algorithm
  • automatic parameter tuning
  • Sparsity-aware adaptive filter

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

Cite this

Yamagishi, M., Yukawa, M., & Yamada, I. (2017). Automatic shrinkage tuning based on a system-mismatch estimate for sparsity-aware adaptive filtering. In 2017 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2017 - Proceedings (pp. 4800-4804). [7953068] Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICASSP.2017.7953068