Adaptive parallel quadratic-metric projection algorithms

Masahiro Yukawa, Konstantinos Slavakis, Isao Yamada

研究成果: Article査読

48 被引用数 (Scopus)

抄録

This paper indicates that an appropriate design of metric leads to significant improvements in the adaptive projected subgradient method (APSM), which unifies a wide range of projection-based algorithms [including normalized least mean square (NLMS) and affine projection algorithm (APA)]. The key is to incorporate a priori (or a posteriori) information on characteristics of an estimandum, a system to be estimated, into the metric design. We propose a family of efficient adaptive filtering algorithms based on a parallel use of quadratic-metric projection, which assigns every point to the nearest point in a closed convex set in a quadratic-metric sense. We present two versions: (1) constant-metric and (2) variable-metric, i.e., the metric function employed is (1) constant and (2) variable among iterations. As a constant-metric version, adaptive parallel quadratic-metric projection (APQP) and adaptive parallel min-max quadratic-metric projection (APMQP) algorithms are naturally derived by APSM, being endowed with desirable properties such as convergence to a point optimal in asymptotic sense. As a variable-metric version, adaptive parallel variable-metric projection (APVP) algorithm is derived by a generalized APSM, enjoying an extended monotone property at each iteration. By employing a simple quadratic-metric, the computational complexity of the proposed algorithms is kept linear with respect to the filter length. Numerical examples demonstrate the remarkable advantages of the proposed algorithms in an application to acoustic echo cancellation.

本文言語English
論文番号4244541
ページ(範囲)1665-1680
ページ数16
ジャーナルIEEE Transactions on Audio, Speech and Language Processing
15
5
DOI
出版ステータスPublished - 2007 7月
外部発表はい

ASJC Scopus subject areas

  • 音響学および超音波学
  • 電子工学および電気工学

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