35 research outputs found

    On the convergence of subgradient based blind equalization algorithm

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    In this article, we analyze the convergence behavior of the SGBA algorithm for the case where the relaxation rule is used for the step size. Our analysis shows that the monotonic convergence curve for the mean square distance to the optimal point is bounded between two geometric-series curves, and the convergence rate is dependent on the eigenvalues of the correlation matrix of channel outputs. We also provide some simulation examples for the verification of our analytical results related to the convergence behavior

    Robust Reduced-Rank Adaptive Processing Based on Parallel Subgradient Projection and Krylov Subspace Techniques

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    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

    Sparse Nonlinear MIMO Filtering and Identification

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    In this chapter system identification algorithms for sparse nonlinear multi input multi output (MIMO) systems are developed. These algorithms are potentially useful in a variety of application areas including digital transmission systems incorporating power amplifier(s) along with multiple antennas, cognitive processing, adaptive control of nonlinear multivariable systems, and multivariable biological systems. Sparsity is a key constraint imposed on the model. The presence of sparsity is often dictated by physical considerations as in wireless fading channel-estimation. In other cases it appears as a pragmatic modelling approach that seeks to cope with the curse of dimensionality, particularly acute in nonlinear systems like Volterra type series. Three dentification approaches are discussed: conventional identification based on both input and output samples, semiā€“blind identification placing emphasis on minimal input resources and blind identification whereby only output samples are available plus aā€“priori information on input characteristics. Based on this taxonomy a variety of algorithms, existing and new, are studied and evaluated by simulation

    Optimal Real-time Spectrum Sharing between Cooperative Relay and Ad-hoc Networks

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    Optimization based spectrum sharing strategies have been widely studied. However, these strategies usually require a great amount of real-time computation and significant signaling delay, and thus are hard to be fulfilled in practical scenarios. This paper investigates optimal real-time spectrum sharing between a cooperative relay network (CRN) and a nearby ad-hoc network. Specifically, we optimize the spectrum access and resource allocation strategies of the CRN so that the average traffic collision time between the two networks can be minimized while maintaining a required throughput for the CRN. The development is first for a frame-level setting, and then is extended to an ergodic setting. For the latter setting, we propose an appealing optimal real-time spectrum sharing strategy via Lagrangian dual optimization. The proposed method only involves a small amount of real-time computation and negligible control delay, and thus is suitable for practical implementations. Simulation results are presented to demonstrate the efficiency of the proposed strategies.Comment: One typo in the caption of Figure 5 is correcte

    Tensor Networks for Dimensionality Reduction and Large-Scale Optimizations. Part 2 Applications and Future Perspectives

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    Part 2 of this monograph builds on the introduction to tensor networks and their operations presented in Part 1. It focuses on tensor network models for super-compressed higher-order representation of data/parameters and related cost functions, while providing an outline of their applications in machine learning and data analytics. A particular emphasis is on the tensor train (TT) and Hierarchical Tucker (HT) decompositions, and their physically meaningful interpretations which reflect the scalability of the tensor network approach. Through a graphical approach, we also elucidate how, by virtue of the underlying low-rank tensor approximations and sophisticated contractions of core tensors, tensor networks have the ability to perform distributed computations on otherwise prohibitively large volumes of data/parameters, thereby alleviating or even eliminating the curse of dimensionality. The usefulness of this concept is illustrated over a number of applied areas, including generalized regression and classification (support tensor machines, canonical correlation analysis, higher order partial least squares), generalized eigenvalue decomposition, Riemannian optimization, and in the optimization of deep neural networks. Part 1 and Part 2 of this work can be used either as stand-alone separate texts, or indeed as a conjoint comprehensive review of the exciting field of low-rank tensor networks and tensor decompositions.Comment: 232 page

    Tensor Networks for Dimensionality Reduction and Large-Scale Optimizations. Part 2 Applications and Future Perspectives

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    Part 2 of this monograph builds on the introduction to tensor networks and their operations presented in Part 1. It focuses on tensor network models for super-compressed higher-order representation of data/parameters and related cost functions, while providing an outline of their applications in machine learning and data analytics. A particular emphasis is on the tensor train (TT) and Hierarchical Tucker (HT) decompositions, and their physically meaningful interpretations which reflect the scalability of the tensor network approach. Through a graphical approach, we also elucidate how, by virtue of the underlying low-rank tensor approximations and sophisticated contractions of core tensors, tensor networks have the ability to perform distributed computations on otherwise prohibitively large volumes of data/parameters, thereby alleviating or even eliminating the curse of dimensionality. The usefulness of this concept is illustrated over a number of applied areas, including generalized regression and classification (support tensor machines, canonical correlation analysis, higher order partial least squares), generalized eigenvalue decomposition, Riemannian optimization, and in the optimization of deep neural networks. Part 1 and Part 2 of this work can be used either as stand-alone separate texts, or indeed as a conjoint comprehensive review of the exciting field of low-rank tensor networks and tensor decompositions.Comment: 232 page
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