Two product-space formulations for unifying multiple metrics in set-theoretic adaptive filtering

Masahiro Yukawa, Isao Yamada

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

4 Citations (Scopus)

Abstract

In this paper, we present two novel approaches to the issue of exploiting multiple metrics jointly for efficient adaptive filtering. The key is the introduction of product-space formulation for taking into account multiple metrics in a single Hilbert space. The first approach is based on the Pierra's idea of reformulating the problem of finding a common point of multiple closed convex sets as a problem of finding a common point of two closed convex sets in a product space. The second approach is a slight modification of the first one along the idea of constraint-embedding. An interesting relation between our approaches and the improved proportionate normalized least mean square (IPNLMS) algorithm is provided. The monotone approximation properties of the two algorithms are also presented. A numerical example suggests the efficacy of the presented multi-metric strategy.

Original languageEnglish
Title of host publicationConference Record of the 44th Asilomar Conference on Signals, Systems and Computers, Asilomar 2010
Pages1010-1014
Number of pages5
DOIs
Publication statusPublished - 2010 Dec 1
Externally publishedYes
Event44th Asilomar Conference on Signals, Systems and Computers, Asilomar 2010 - Pacific Grove, CA, United States
Duration: 2010 Nov 72010 Nov 10

Publication series

NameConference Record - Asilomar Conference on Signals, Systems and Computers
ISSN (Print)1058-6393

Other

Other44th Asilomar Conference on Signals, Systems and Computers, Asilomar 2010
CountryUnited States
CityPacific Grove, CA
Period10/11/710/11/10

ASJC Scopus subject areas

  • Signal Processing
  • Computer Networks and Communications

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  • Cite this

    Yukawa, M., & Yamada, I. (2010). Two product-space formulations for unifying multiple metrics in set-theoretic adaptive filtering. In Conference Record of the 44th Asilomar Conference on Signals, Systems and Computers, Asilomar 2010 (pp. 1010-1014). [5757553] (Conference Record - Asilomar Conference on Signals, Systems and Computers). https://doi.org/10.1109/ACSSC.2010.5757553