875 research outputs found
Robust Reduced-Rank Adaptive Processing Based on Parallel Subgradient Projection and Krylov Subspace Techniques
In this paper, we propose a novel reduced-rank adaptive filtering algorithm
by blending the idea of the Krylov subspace methods with the set-theoretic
adaptive filtering framework. Unlike the existing Krylov-subspace-based
reduced-rank methods, the proposed algorithm tracks the optimal point in the
sense of minimizing the \sinq{true} mean square error (MSE) in the Krylov
subspace, even when the estimated statistics become erroneous (e.g., due to
sudden changes of environments). Therefore, compared with those existing
methods, the proposed algorithm is more suited to adaptive filtering
applications. The algorithm is analyzed based on a modified version of the
adaptive projected subgradient method (APSM). Numerical examples demonstrate
that the proposed algorithm enjoys better tracking performance than the
existing methods for the interference suppression problem in code-division
multiple-access (CDMA) systems as well as for simple system identification
problems.Comment: 10 figures. In IEEE Transactions on Signal Processing, 201
Accelerated graph-based spectral polynomial filters
Graph-based spectral denoising is a low-pass filtering using the
eigendecomposition of the graph Laplacian matrix of a noisy signal. Polynomial
filtering avoids costly computation of the eigendecomposition by projections
onto suitable Krylov subspaces. Polynomial filters can be based, e.g., on the
bilateral and guided filters. We propose constructing accelerated polynomial
filters by running flexible Krylov subspace based linear and eigenvalue solvers
such as the Block Locally Optimal Preconditioned Conjugate Gradient (LOBPCG)
method.Comment: 6 pages, 6 figures. Accepted to the 2015 IEEE International Workshop
on Machine Learning for Signal Processin
Edge-enhancing Filters with Negative Weights
In [DOI:10.1109/ICMEW.2014.6890711], a graph-based denoising is performed by
projecting the noisy image to a lower dimensional Krylov subspace of the graph
Laplacian, constructed using nonnegative weights determined by distances
between image data corresponding to image pixels. We~extend the construction of
the graph Laplacian to the case, where some graph weights can be negative.
Removing the positivity constraint provides a more accurate inference of a
graph model behind the data, and thus can improve quality of filters for
graph-based signal processing, e.g., denoising, compared to the standard
construction, without affecting the costs.Comment: 5 pages; 6 figures. Accepted to IEEE GlobalSIP 2015 conferenc
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