No |
214106 |
標題(和) |
Adaptive proximal forward-backward splitting applied to Huber loss function for sparse system identification under impulsive noise |
標題(英) |
Adaptive proximal forward-backward splitting applied to Huber loss function for sparse system identification under impulsive noise |
研究会名(和) |
回路とシステム, 通信方式, 信号処理 |
研究会名(英) |
Circuits and Systems, Communication Systems, Signal Processing |
開催年月日 |
2012-03-08 |
終了年月日 |
2012-03-09 |
会議種別コード |
5 |
共催団体名(和) |
|
資料番号 |
CAS2011-110, SIP2011-130, CS2011-102 |
抄録(和) |
|
抄録(英) |
In this paper, we propose a robust sparsity-aware adaptive filtering algorithm under impulsive noise environment, \r\nby using the Huber loss function in the frame of \\emph{adaptive proximal forward-backward splitting} (APFBS). \r\nThe APFBS attempts to suppress a time-varying cost function which is the sum of a smooth function and a nonsmooth function. \r\nAs the smooth function, we employ the weighted sum of the Huber loss functions of the output residuals. \r\nAs the nonsmooth function, we employ the weighted $\\ell_1$ norm. \r\nThe use of the Huber loss function robustifies the estimation under impulsive noise and the use of the weighted $\\ell_1$ norm effectively exploits the sparsity of the system to be estimated.\r\nThe resulting algorithm has low-computational complexity with order $\\mathcal{O}(N)$, where $N$ is the tap length. \r\nNumerical examples in sparse system identification demonstrate \r\nthat the proposed algorithm outperforms conventional algorithms by achieving robustness against impulsive noise. |
収録資料名(和) |
電子情報通信学会技術研究報告 |
収録資料の巻号 |
Vol.111, No.465,466,467 |
ページ開始 |
19 |
ページ終了 |
23 |
キーワード(和) |
|
キーワード(英) |
Adaptive proximal forward-backward splitting,Huber loss function,Sparse system identification,Adaptive filtering,Robust adaptive filtering algorithm,Parallel projection algorithm |
本文の言語 |
ENG |
著者(和) |
山本誉之 |
著者(ヨミ) |
ヤマモト タカユキ |
著者(英) |
Takayuki Yamamoto |
所属機関(和) |
東京工業大学 |
所属機関(英) |
Tokyo institute of technology |
著者(和) |
山岸昌夫 |
著者(ヨミ) |
ヤマギシ マサオ |
著者(英) |
Masao Yamagishi |
所属機関(和) |
東京工業大学 |
所属機関(英) |
Tokyo institute of technology |
著者(和) |
山田功 |
著者(ヨミ) |
ヤマダ イサオ |
著者(英) |
Isao Yamada |
所属機関(和) |
東京工業大学 |
所属機関(英) |
Tokyo institute of technology |