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

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

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Blind adaptive constrained reduced-rank parameter estimation based on constant modulus design for CDMA interference suppression

This paper proposes a multistage decomposition for blind adaptive parameter estimation in the Krylov subspace with the code-constrained constant modulus (CCM) design criterion. Based on constrained optimization of the constant modulus cost function and utilizing the Lanczos algorithm and Arnoldi-like iterations, a multistage decomposition is developed for blind parameter estimation. A family of computationally efficient blind adaptive reduced-rank stochastic gradient (SG) and recursive least squares (RLS) type algorithms along with an automatic rank selection procedure are also devised and evaluated against existing methods. An analysis of the convergence properties of the method is carried out and convergence conditions for the reduced-rank adaptive algorithms are established. Simulation results consider the application of the proposed techniques to the suppression of multiaccess and intersymbol interference in DS-CDMA systems