9,435 research outputs found

    Underdetermined-order recursive least-squares adaptive filtering: The concept and algorithms

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    Alternating Least-Squares for Low-Rank Matrix Reconstruction

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    For reconstruction of low-rank matrices from undersampled measurements, we develop an iterative algorithm based on least-squares estimation. While the algorithm can be used for any low-rank matrix, it is also capable of exploiting a-priori knowledge of matrix structure. In particular, we consider linearly structured matrices, such as Hankel and Toeplitz, as well as positive semidefinite matrices. The performance of the algorithm, referred to as alternating least-squares (ALS), is evaluated by simulations and compared to the Cram\'er-Rao bounds.Comment: 4 pages, 2 figure

    Blind separation of underdetermined mixtures with additive white and pink noises

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    This paper presents an approach for underdetermined blind source separation in the case of additive Gaussian white noise and pink noise. Likewise, the proposed approach is applicable in the case of separating I + 3 sources from I mixtures with additive two kinds of noises. This situation is more challenging and suitable to practical real world problems. Moreover, unlike to some conventional approaches, the sparsity conditions are not imposed. Firstly, the mixing matrix is estimated based on an algorithm that combines short time Fourier transform and rough-fuzzy clustering. Then, the mixed signals are normalized and the source signals are recovered using modified Gradient descent Local Hierarchical Alternating Least Squares Algorithm exploiting the mixing matrix obtained from the previous step as an input and initialized by multiplicative algorithm for matrix factorization based on alpha divergence. The experiments and simulation results show that the proposed approach can separate I + 3 source signals from I mixed signals, and it has superior evaluation performance compared to some conventional approaches

    Diagonality Measures of Hermitian Positive-Definite Matrices with Application to the Approximate Joint Diagonalization Problem

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    In this paper, we introduce properly-invariant diagonality measures of Hermitian positive-definite matrices. These diagonality measures are defined as distances or divergences between a given positive-definite matrix and its diagonal part. We then give closed-form expressions of these diagonality measures and discuss their invariance properties. The diagonality measure based on the log-determinant α\alpha-divergence is general enough as it includes a diagonality criterion used by the signal processing community as a special case. These diagonality measures are then used to formulate minimization problems for finding the approximate joint diagonalizer of a given set of Hermitian positive-definite matrices. Numerical computations based on a modified Newton method are presented and commented

    Distributed Adaptive Learning with Multiple Kernels in Diffusion Networks

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    We propose an adaptive scheme for distributed learning of nonlinear functions by a network of nodes. The proposed algorithm consists of a local adaptation stage utilizing multiple kernels with projections onto hyperslabs and a diffusion stage to achieve consensus on the estimates over the whole network. Multiple kernels are incorporated to enhance the approximation of functions with several high and low frequency components common in practical scenarios. We provide a thorough convergence analysis of the proposed scheme based on the metric of the Cartesian product of multiple reproducing kernel Hilbert spaces. To this end, we introduce a modified consensus matrix considering this specific metric and prove its equivalence to the ordinary consensus matrix. Besides, the use of hyperslabs enables a significant reduction of the computational demand with only a minor loss in the performance. Numerical evaluations with synthetic and real data are conducted showing the efficacy of the proposed algorithm compared to the state of the art schemes.Comment: Double-column 15 pages, 10 figures, submitted to IEEE Trans. Signal Processin
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