A Robust Zero-point Attraction LMS Algorithm on Near Sparse System Identification

The newly proposed $l_1$ norm constraint zero-point attraction Least Mean Square algorithm (ZA-LMS) demonstrates excellent performance on exact sparse system identification. However, ZA-LMS has less advantage against standard LMS when the system is near sparse. Thus, in this paper, firstly the near sparse system modeling by Generalized Gaussian Distribution is recommended, where the sparsity is defined accordingly. Secondly, two modifications to the ZA-LMS algorithm have been made. The $l_1$ norm penalty is replaced by a partial $l_1$ norm in the cost function, enhancing robustness without increasing the computational complexity. Moreover, the zero-point attraction item is weighted by the magnitude of estimation error which adjusts the zero-point attraction force dynamically. By combining the two improvements, Dynamic Windowing ZA-LMS (DWZA-LMS) algorithm is further proposed, which shows better performance on near sparse system identification. In addition, the mean square performance of DWZA-LMS algorithm is analyzed. Finally, computer simulations demonstrate the effectiveness of the proposed algorithm and verify the result of theoretical analysis.Comment: 20 pages, 11 figure

Performance Analysis of l_0 Norm Constraint Least Mean Square Algorithm

As one of the recently proposed algorithms for sparse system identification, $l_0$ norm constraint Least Mean Square ($l_0$-LMS) algorithm modifies the cost function of the traditional method with a penalty of tap-weight sparsity. The performance of $l_0$-LMS is quite attractive compared with its various precursors. However, there has been no detailed study of its performance. This paper presents all-around and throughout theoretical performance analysis of $l_0$-LMS for white Gaussian input data based on some reasonable assumptions. Expressions for steady-state mean square deviation (MSD) are derived and discussed with respect to algorithm parameters and system sparsity. The parameter selection rule is established for achieving the best performance. Approximated with Taylor series, the instantaneous behavior is also derived. In addition, the relationship between $l_0$-LMS and some previous arts and the sufficient conditions for $l_0$-LMS to accelerate convergence are set up. Finally, all of the theoretical results are compared with simulations and are shown to agree well in a large range of parameter setting.Comment: 31 pages, 8 figure

Combinations of adaptive filters

Adaptive filters are at the core of many signal processing applications, ranging from acoustic noise supression to echo cancelation [1], array beamforming [2], channel equalization [3], to more recent sensor network applications in surveillance, target localization, and tracking. A trending approach in this direction is to recur to in-network distributed processing in which individual nodes implement adaptation rules and diffuse their estimation to the network [4], [5].The work of Jerónimo Arenas-García and Luis Azpicueta-Ruiz was partially supported by the Spanish Ministry of Economy and Competitiveness (under projects TEC2011-22480 and PRI-PIBIN-2011-1266. The work of Magno M.T. Silva was partially supported by CNPq under Grant 304275/2014-0 and by FAPESP under Grant 2012/24835-1. The work of Vítor H. Nascimento was partially supported by CNPq under grant 306268/2014-0 and FAPESP under grant 2014/04256-2. The work of Ali Sayed was supported in part by NSF grants CCF-1011918 and ECCS-1407712. We are grateful to the colleagues with whom we have shared discussions and coauthorship of papers along this research line, especially Prof. Aníbal R. Figueiras-Vidal

ZA-APA with Adaptive Zero Attractor Controller for Variable Sparsity Environment

The zero attraction affine projection algorithm (ZA-APA) achieves better performance in terms of convergence rate and steady state error than standard APA when the system is sparse. It uses l1 norm penalty to exploit sparsity of the channel. The performance of ZA-APA depends on the value of zero attractor controller. Moreover a fixed attractor controller is not suitable for varying sparsity environment. This paper proposes an optimal adaptive zero attractor controller based on Mean Square Deviation (MSD) error to work in variable sparsity environment. Experiments were conducted to prove the suitability of the proposed algorithm for identification of unknown variable sparse system

Collaborative adaptive filtering for machine learning

Quantitative performance criteria for the analysis of machine learning architectures and algorithms have long been established. However, qualitative performance criteria, which identify fundamental signal properties and ensure any processing preserves the desired properties, are still emerging. In many cases, whilst offline statistical tests exist such as assessment of nonlinearity or stochasticity, online tests which not only characterise but also track changes in the nature of the signal are lacking. To that end, by employing recent developments in signal characterisation, criteria are derived for the assessment of the changes in the nature of the processed signal. Through the fusion of the outputs of adaptive filters a single collaborative hybrid filter is produced. By tracking the dynamics of the mixing parameter of this filter, rather than the actual filter performance, a clear indication as to the current nature of the signal is given. Implementations of the proposed method show that it is possible to quantify the degree of nonlinearity within both real- and complex-valued data. This is then extended (in the real domain) from dealing with nonlinearity in general, to a more specific example, namely sparsity. Extensions of adaptive filters from the real to the complex domain are non-trivial and the differences between the statistics in the real and complex domains need to be taken into account. In terms of signal characteristics, nonlinearity can be both split- and fully-complex and complex-valued data can be considered circular or noncircular. Furthermore, by combining the information obtained from hybrid filters of different natures it is possible to use this method to gain a more complete understanding of the nature of the nonlinearity within a signal. This also paves the way for building multidimensional feature spaces and their application in data/information fusion. To produce online tests for sparsity, adaptive filters for sparse environments are investigated and a unifying framework for the derivation of proportionate normalised least mean square (PNLMS) algorithms is presented. This is then extended to derive variants with an adaptive step-size. In order to create an online test for noncircularity, a study of widely linear autoregressive modelling is presented, from which a proof of the convergence of the test for noncircularity can be given. Applications of this method are illustrated on examples such as biomedical signals, speech and wind data

Investigations on efficient adaptation algorithms

Ankara : Department of Electrical and Electronics Engineering and Institute of Engineering and Sciences, Bilkent Univ., 1995.Thesis (Master's) -- Bilkent University, 1995.Includes bibliographical references leaves 71-75.Efficient adaptation algorithms, which are intended to improve the performances of the LMS and the RLS algorithms are introduced. It is shown that nonlinear transformations of the input and the desired signals by a softlimiter improve the convergence speed of the LMS algorithm at no cost, with a small bias in the optimal filter coefficients. Also, the new algorithm can be used to filter a-stable non-Gaussian processes for which the conventional adaptive algorithms are useless. In a second approach, a prewhitening filter is used to increase the convergence speed of the LMS algorithm. It is shown that prewhitening does not change the relation between the input and the desired signals provided that the relation is a linear one. A low order adaptive prewhitening filter can provide significant speed up in the convergence. Finally, adaptive filtering algorithms running on roughly quantized signals are proposed to decrease the number of multiplications in the LMS and the RLS algorithms. Although, they require significantly less computations their preformances are comparable to those of the conventional LMS and RLS algorithms.Belge, MuratM.S