Improved generalized-proportionate stepsize LMS algorithms and performance analysis

This paper analyzes the performance of the GP-NLMS algorithm, revealing the nature of its fast convergence as well as its deficiency of inducing bigger steady state error. Based on the analysis, a class of improved Generalized-Proportionate Stepsize LMS (GPS-LMS) algorithms are proposed. With an efficient switching mechanism, the new algorithms can dynamically switch between the GP-NLMS and conventional LMS-type algorithms to achieve fast initial convergence and tracking speed and low steady state error. Computer simulations verified the superior performance of the proposed algorithms. © 2006 IEEE.published_or_final_versio

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

Sparseness-controlled adaptive algorithms for supervised and unsupervised system identification

In single-channel hands-free telephony, the acoustic coupling between the loudspeaker and the microphone can be strong and this generates echoes that can degrade user experience. Therefore, effective acoustic echo cancellation (AEC) is necessary to maintain a stable system and hence improve the perceived voice quality of a call. Traditionally, adaptive filters have been deployed in acoustic echo cancellers to estimate the acoustic impulse responses (AIRs) using adaptive algorithms. The performances of a range of well-known algorithms are studied in the context of both AEC and network echo cancellation (NEC). It presents insights into their tracking performances under both time-invariant and time-varying system conditions. In the context of AEC, the level of sparseness in AIRs can vary greatly in a mobile environment. When the response is strongly sparse, convergence of conventional approaches is poor. Drawing on techniques originally developed for NEC, a class of time-domain and a frequency-domain AEC algorithms are proposed that can not only work well in both sparse and dispersive circumstances, but also adapt dynamically to the level of sparseness using a new sparseness-controlled approach. As it will be shown later that the early part of the acoustic echo path is sparse while the late reverberant part of the acoustic path is dispersive, a novel approach to an adaptive filter structure that consists of two time-domain partition blocks is proposed such that different adaptive algorithms can be used for each part. By properly controlling the mixing parameter for the partitioned blocks separately, where the block lengths are controlled adaptively, the proposed partitioned block algorithm works well in both sparse and dispersive time-varying circumstances. A new insight into an analysis on the tracking performance of improved proportionate NLMS (IPNLMS) is presented by deriving the expression for the mean-square error. By employing the framework for both sparse and dispersive time-varying echo paths, this work validates the analytic results in practical simulations for AEC. The time-domain second-order statistic based blind SIMO identification algorithms, which exploit the cross relation method, are investigated and then a technique with proportionate step-size control for both sparse and dispersive system identification is also developed

On Improvement of Proportionate Adaptive Algorithms for Sparse Impulse Response

高知工科大学博士(工学) 平成21年9月30日授与 (甲第168号

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

A class of diffusion proportionate subband adaptive filters for sparse system identification over distributed networks

This paper aims to extend the proportionate adaptation concept to the design of a class of diffusion normalized subband adaptive filter (DNSAF) algorithms. This leads to four extensions of the algorithm associated with different step-size variations, namely diffusion proportionate normalized subband adaptive filter (DPNSAF), diffusion μ-law PNSAF (DMPNSAF), diffusion improved PNSAF (DIPNSAF) and diffusion improved IPNSAF (DIIPNSAF). Subsequently, steady-state performance, stability conditions and computational complexity of the proposed algorithms are investigated. For each extension the performance has been evaluated using both real and simulated data, where the outcomes demonstrate the accuracy of the theoretical expressions and effectiveness of the proposed algorithms

Study of L0-norm constraint normalized subband adaptive filtering algorithm

Limited by fixed step-size and sparsity penalty factor, the conventional sparsity-aware normalized subband adaptive filtering (NSAF) type algorithms suffer from trade-off requirements of high filtering accurateness and quicker convergence behavior. To deal with this problem, this paper proposes variable step-size L0-norm constraint NSAF algorithms (VSS-L0-NSAFs) for sparse system identification. We first analyze mean-square-deviation (MSD) statistics behavior of the L0-NSAF algorithm innovatively in according to a novel recursion form and arrive at corresponding expressions for the cases that background noise variance is available and unavailable, where correlation degree of system input is indicated by scaling parameter r. Based on derivations, we develop an effective variable step-size scheme through minimizing the upper bounds of the MSD under some reasonable assumptions and lemma. To realize performance improvement, an effective reset strategy is incorporated into presented algorithms to tackle with non-stationary situations. Finally, numerical simulations corroborate that the proposed algorithms achieve better performance in terms of estimation accurateness and tracking capability in comparison with existing related algorithms in sparse system identification and adaptive echo cancellation circumstances.Comment: 15 pages,15 figure