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 - Asilomar Conference on Signals, Systems and Computers
Pages1010-1014
Number of pages5
DOIs
Publication statusPublished - 2010
Externally publishedYes
Event44th Asilomar Conference on Signals, Systems and Computers, Asilomar 2010 - Pacific Grove, CA, United States
Duration: 2010 Nov 72010 Nov 10

Other

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

Fingerprint

Adaptive filtering
Hilbert spaces

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Signal Processing

Cite this

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

Two product-space formulations for unifying multiple metrics in set-theoretic adaptive filtering. / Yukawa, Masahiro; Yamada, Isao.

Conference Record - Asilomar Conference on Signals, Systems and Computers. 2010. p. 1010-1014 5757553.

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

Yukawa, M & Yamada, I 2010, Two product-space formulations for unifying multiple metrics in set-theoretic adaptive filtering. in Conference Record - Asilomar Conference on Signals, Systems and Computers., 5757553, pp. 1010-1014, 44th Asilomar Conference on Signals, Systems and Computers, Asilomar 2010, Pacific Grove, CA, United States, 10/11/7. https://doi.org/10.1109/ACSSC.2010.5757553
Yukawa M, Yamada I. Two product-space formulations for unifying multiple metrics in set-theoretic adaptive filtering. In Conference Record - Asilomar Conference on Signals, Systems and Computers. 2010. p. 1010-1014. 5757553 https://doi.org/10.1109/ACSSC.2010.5757553
Yukawa, Masahiro ; Yamada, Isao. / Two product-space formulations for unifying multiple metrics in set-theoretic adaptive filtering. Conference Record - Asilomar Conference on Signals, Systems and Computers. 2010. pp. 1010-1014
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