TY - JOUR
T1 - Multikernel adaptive filtering
AU - Yukawa, Masahiro
PY - 2012/8/27
Y1 - 2012/8/27
N2 - This paper exemplifies that the use of multiple kernels leads to efficient adaptive filtering for nonlinear systems. Two types of multikernel adaptive filtering algorithms are proposed. One is a simple generalization of the kernel normalized least mean square (KNLMS) algorithm , adopting a coherence criterion for dictionary designing. The other is derived by applying the adaptive proximal forward-backward splitting method to a certain squared distance function plus a weighted block l 1 norm penalty, encouraging the sparsity of an adaptive filter at the block level for efficiency. The proposed multikernel approach enjoys a higher degree of freedom than those approaches which design a kernel as a convex combination of multiple kernels. Numerical examples show that the proposed approach achieves significant gains particularly for nonstationary data as well as insensitivity to the choice of some design-parameters.
AB - This paper exemplifies that the use of multiple kernels leads to efficient adaptive filtering for nonlinear systems. Two types of multikernel adaptive filtering algorithms are proposed. One is a simple generalization of the kernel normalized least mean square (KNLMS) algorithm , adopting a coherence criterion for dictionary designing. The other is derived by applying the adaptive proximal forward-backward splitting method to a certain squared distance function plus a weighted block l 1 norm penalty, encouraging the sparsity of an adaptive filter at the block level for efficiency. The proposed multikernel approach enjoys a higher degree of freedom than those approaches which design a kernel as a convex combination of multiple kernels. Numerical examples show that the proposed approach achieves significant gains particularly for nonstationary data as well as insensitivity to the choice of some design-parameters.
KW - Block soft-thresholding operator
KW - kernel adaptive filtering
KW - reproducing kernel Hilbert space
UR - http://www.scopus.com/inward/record.url?scp=84865211015&partnerID=8YFLogxK
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U2 - 10.1109/TSP.2012.2200889
DO - 10.1109/TSP.2012.2200889
M3 - Article
AN - SCOPUS:84865211015
VL - 60
SP - 4672
EP - 4682
JO - IEEE Transactions on Signal Processing
JF - IEEE Transactions on Signal Processing
SN - 1053-587X
IS - 9
M1 - 6203609
ER -