Automatic Shrinkage Tuning Robust to Input Correlation for Sparsity-Aware Adaptive Filtering

Kwangjin Jeong; Masahiro Yukawa; Masao Yamagishi; Isao Yamada

doi:10.1109/ICASSP.2018.8461994

Automatic Shrinkage Tuning Robust to Input Correlation for Sparsity-Aware Adaptive Filtering

Kwangjin Jeong, Masahiro Yukawa, Masao Yamagishi, Isao Yamada

Department of Electronics and Electrical Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

2 Citations (Scopus)

Abstract

We propose a novel automatic shrinkage tuning technique for the adaptive proximal forward-backward splitting (APFBS) algorithm. The shrinkage tuning aims to choose an appropriate value of the shrinkage parameter and achieve minimal system mismatch as possible. The system mismatch is approximated based on time-averaged second-order statistics. Numerical examples show that the proposed method achieves performance fairly close to that with a manually chosen shrinkage parameter for colored input signals at some signal to noise ratio (SNR).

Original language	English
Title of host publication	2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Proceedings
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	4314-4318
Number of pages	5
ISBN (Print)	9781538646588
DOIs	https://doi.org/10.1109/ICASSP.2018.8461994
Publication status	Published - 2018 Sept 10
Event	2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Calgary, Canada Duration: 2018 Apr 15 → 2018 Apr 20

Publication series

Name	ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume	2018-April
ISSN (Print)	1520-6149

Other

Other	2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018
Country/Territory	Canada
City	Calgary
Period	18/4/15 → 18/4/20

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

Access to Document

10.1109/ICASSP.2018.8461994

Cite this

Jeong, K., Yukawa, M., Yamagishi, M., & Yamada, I. (2018). Automatic Shrinkage Tuning Robust to Input Correlation for Sparsity-Aware Adaptive Filtering. In 2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Proceedings (pp. 4314-4318). [8461994] (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings; Vol. 2018-April). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICASSP.2018.8461994

Automatic Shrinkage Tuning Robust to Input Correlation for Sparsity-Aware Adaptive Filtering. / Jeong, Kwangjin; Yukawa, Masahiro; Yamagishi, Masao et al.

2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2018. p. 4314-4318 8461994 (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings; Vol. 2018-April).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Jeong, K, Yukawa, M, Yamagishi, M & Yamada, I 2018, Automatic Shrinkage Tuning Robust to Input Correlation for Sparsity-Aware Adaptive Filtering. in 2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Proceedings., 8461994, ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, vol. 2018-April, Institute of Electrical and Electronics Engineers Inc., pp. 4314-4318, 2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018, Calgary, Canada, 18/4/15. https://doi.org/10.1109/ICASSP.2018.8461994

Jeong K, Yukawa M, Yamagishi M, Yamada I. Automatic Shrinkage Tuning Robust to Input Correlation for Sparsity-Aware Adaptive Filtering. In 2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Proceedings. Institute of Electrical and Electronics Engineers Inc. 2018. p. 4314-4318. 8461994. (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings). doi: 10.1109/ICASSP.2018.8461994

Jeong, Kwangjin ; Yukawa, Masahiro ; Yamagishi, Masao et al. / Automatic Shrinkage Tuning Robust to Input Correlation for Sparsity-Aware Adaptive Filtering. 2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2018. pp. 4314-4318 (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings).

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abstract = "We propose a novel automatic shrinkage tuning technique for the adaptive proximal forward-backward splitting (APFBS) algorithm. The shrinkage tuning aims to choose an appropriate value of the shrinkage parameter and achieve minimal system mismatch as possible. The system mismatch is approximated based on time-averaged second-order statistics. Numerical examples show that the proposed method achieves performance fairly close to that with a manually chosen shrinkage parameter for colored input signals at some signal to noise ratio (SNR).",

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Automatic Shrinkage Tuning Robust to Input Correlation for Sparsity-Aware Adaptive Filtering

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