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

Kwangjin Jeong, Masahiro Yukawa, Masao Yamagishi, Isao Yamada

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

    1 Citation (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 languageEnglish
    Title of host publication2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Proceedings
    PublisherInstitute of Electrical and Electronics Engineers Inc.
    Pages4314-4318
    Number of pages5
    Volume2018-April
    ISBN (Print)9781538646588
    DOIs
    Publication statusPublished - 2018 Sep 10
    Event2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Calgary, Canada
    Duration: 2018 Apr 152018 Apr 20

    Other

    Other2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018
    CountryCanada
    CityCalgary
    Period18/4/1518/4/20

    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

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  • 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 (Vol. 2018-April, pp. 4314-4318). [8461994] Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICASSP.2018.8461994