Shrinkage tuning based on an unbiased MSE estimate for sparsity-aware adaptive filtering

Masao Yamagishi, Masahiro Yukawa, Isao Yamada

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

    3 Citations (Scopus)

    Abstract

    Effective utilization of sparsity of the system to be estimated is a key to achieve excellent adaptive filtering performances. This can be realized by the adaptive proximal forward-backward splitting (APFBS) with carefully chosen parameters. In this paper, we propose a systematic parameter tuning based on a minimization principle of an unbiased MSE estimate. Thanks to the piecewise quadratic structure of the proposed MSE estimate, we can obtain its minimizer with low computational load. A numerical example demonstrates the efficacy of the proposed parameter tuning by its excellent performance over a broader range of SNR than a heuristic parameter tuning of the APFBS.

    Original languageEnglish
    Title of host publication2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014
    PublisherInstitute of Electrical and Electronics Engineers Inc.
    Pages5477-5481
    Number of pages5
    ISBN (Print)9781479928927
    DOIs
    Publication statusPublished - 2014 Jan 1
    Event2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014 - Florence, Italy
    Duration: 2014 May 42014 May 9

    Publication series

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

    Other

    Other2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014
    CountryItaly
    CityFlorence
    Period14/5/414/5/9

    Keywords

    • Mallow's Cp statistic
    • Shrinkage parameter tuning
    • Stein's lemma
    • proximity operator
    • sparsity-aware adaptive filtering

    ASJC Scopus subject areas

    • Software
    • Signal Processing
    • Electrical and Electronic Engineering

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  • Cite this

    Yamagishi, M., Yukawa, M., & Yamada, I. (2014). Shrinkage tuning based on an unbiased MSE estimate for sparsity-aware adaptive filtering. In 2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014 (pp. 5477-5481). [6854650] (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICASSP.2014.6854650