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

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

Performance Analysis of Shrinkage Linear Complex-Valued LMS Algorithm

The shrinkage linear complex-valued least mean squares (SL-CLMS) algorithm with a variable step size overcomes the conflicting issue between fast convergence and low steady-state misalignment. To the best of our knowledge, the theoretical performance analysis of the SL-CLMS algorithm has not been presented yet. This letter focuses on the theoretical analysis of the excess mean square error transient and steady-state performance of the SL-CLMS algorithm. Simulation results obtained for identification scenarios show a good match with the analytical results

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