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 publication2009 IEEE International Conference on Acoustics, Speech, and Signal Processing - Proceedings, ICASSP 2009
    Pages3121-3124
    Number of pages4
    DOIs
    Publication statusPublished - 2009 Sep 23
    Event2009 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2009 - Taipei, Taiwan, Province of China
    Duration: 2009 Apr 192009 Apr 24

    Publication series

    NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
    ISSN (Print)1520-6149

    Other

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

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    Keywords

    • Constrained optimization
    • Krylov subspace
    • Proportionate adaptive algorithm

    ASJC Scopus subject areas

    • Software
    • Signal Processing
    • 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 2009 IEEE International Conference on Acoustics, Speech, and Signal Processing - Proceedings, ICASSP 2009 (pp. 3121-3124). [4960285] (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings). https://doi.org/10.1109/ICASSP.2009.4960285