On adaptivity of online model selection method based on multikernel adaptive filtering

Masahiro Yukawa, Ryu Ichiro Ishii

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

    4 Citations (Scopus)

    Abstract

    We investigate adaptivity of the online model selection method which has been proposed recently within the multikernel adaptive filtering framework. Specifically, we consider a situation in which the nonlinear system under study changes during adaptation and an appropriate kernel also does accordingly. Our time-varying cost functions involve three regularizers: the ℓ1 norm and two block ℓ1 norms which promote sparsity both in the kernel and data groups. The block ℓ1 regularizers are approximated by their Moreau envelopes, and the adaptive proximal forward-backward splitting (APFBS) method is applied to the approximated cost function. Numerical examples show that the proposed algorithm can adaptively estimate a reasonable model.

    Original languageEnglish
    Title of host publication2013 Asia-Pacific Signal and Information Processing Association Annual Summit and Conference, APSIPA 2013
    DOIs
    Publication statusPublished - 2013 Dec 1
    Event2013 Asia-Pacific Signal and Information Processing Association Annual Summit and Conference, APSIPA 2013 - Kaohsiung, Taiwan, Province of China
    Duration: 2013 Oct 292013 Nov 1

    Publication series

    Name2013 Asia-Pacific Signal and Information Processing Association Annual Summit and Conference, APSIPA 2013

    Other

    Other2013 Asia-Pacific Signal and Information Processing Association Annual Summit and Conference, APSIPA 2013
    CountryTaiwan, Province of China
    CityKaohsiung
    Period13/10/2913/11/1

    ASJC Scopus subject areas

    • Information Systems
    • Signal Processing

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  • Cite this

    Yukawa, M., & Ishii, R. I. (2013). On adaptivity of online model selection method based on multikernel adaptive filtering. In 2013 Asia-Pacific Signal and Information Processing Association Annual Summit and Conference, APSIPA 2013 [6694329] (2013 Asia-Pacific Signal and Information Processing Association Annual Summit and Conference, APSIPA 2013). https://doi.org/10.1109/APSIPA.2013.6694329