Proportionate adaptive algorithm for nonsparse systems based on krylov subspace and constrained optimization

Masahiro Yukawa, Wolfgang Utschick

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

8 Citations (Scopus)

Abstract

In this paper, we propose an efficient design of proportionality factors in the recently established algorithm named Krylovproportionate normalized least mean-square (KPNLMS), which is an extention of the PNLMS algorithm to nonsparse (or dispersive) unknown systems by means of a Krylov subspace. The designing task takes a form of minimizing the number of iterations that is needed for an upper bound of the system mismatch to reach a specified target value. The minimization is performed under several constraints related to numerical stability, computational requirements, and nonnegativity, and its closed-form solution is derived. Numerical examples demonstrate that the proposed design significantly reduces the number of iterations needed to achieve target values of system mismatch especially when a low level of system mismatch is required.

Original languageEnglish
Title of host publicationICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Pages3121-3124
Number of pages4
DOIs
Publication statusPublished - 2009
Externally publishedYes
Event2009 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2009 - Taipei, Taiwan, Province of China
Duration: 2009 Apr 192009 Apr 24

Other

Other2009 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2009
CountryTaiwan, Province of China
CityTaipei
Period09/4/1909/4/24

Fingerprint

Constrained optimization
Adaptive algorithms
Convergence of numerical methods

Keywords

  • Constrained optimization
  • Krylov subspace
  • Proportionate adaptive algorithm

ASJC Scopus subject areas

  • Signal Processing
  • Software
  • Electrical and Electronic Engineering

Cite this

Yukawa, M., & Utschick, W. (2009). Proportionate adaptive algorithm for nonsparse systems based on krylov subspace and constrained optimization. In ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings (pp. 3121-3124). [4960285] https://doi.org/10.1109/ICASSP.2009.4960285

Proportionate adaptive algorithm for nonsparse systems based on krylov subspace and constrained optimization. / Yukawa, Masahiro; Utschick, Wolfgang.

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. 2009. p. 3121-3124 4960285.

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

Yukawa, M & Utschick, W 2009, Proportionate adaptive algorithm for nonsparse systems based on krylov subspace and constrained optimization. in ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings., 4960285, pp. 3121-3124, 2009 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2009, Taipei, Taiwan, Province of China, 09/4/19. https://doi.org/10.1109/ICASSP.2009.4960285
Yukawa M, Utschick W. Proportionate adaptive algorithm for nonsparse systems based on krylov subspace and constrained optimization. In ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. 2009. p. 3121-3124. 4960285 https://doi.org/10.1109/ICASSP.2009.4960285
Yukawa, Masahiro ; Utschick, Wolfgang. / Proportionate adaptive algorithm for nonsparse systems based on krylov subspace and constrained optimization. ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. 2009. pp. 3121-3124
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