講演抄録/キーワード |
講演名 |
2012-03-08 10:55
Adaptive proximal forward-backward splitting applied to Huber loss function for sparse system identification under impulsive noise ○Takayuki Yamamoto・Masao Yamagishi・Isao Yamada(Tokyo Inst. of Tech.) CAS2011-110 SIP2011-130 CS2011-102 |
抄録 |
(和) |
(まだ登録されていません) |
(英) |
In this paper, we propose a robust sparsity-aware adaptive filtering algorithm under impulsive noise environment,
by using the Huber loss function in the frame of \emph{adaptive proximal forward-backward splitting} (APFBS).
The APFBS attempts to suppress a time-varying cost function which is the sum of a smooth function and a nonsmooth function.
As the smooth function, we employ the weighted sum of the Huber loss functions of the output residuals.
As the nonsmooth function, we employ the weighted $\ell_1$ norm.
The 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.
The resulting algorithm has low-computational complexity with order $\mathcal{O}(N)$, where $N$ is the tap length.
Numerical examples in sparse system identification demonstrate
that the proposed algorithm outperforms conventional algorithms by achieving robustness against impulsive noise. |
キーワード |
(和) |
/ / / / / / / |
(英) |
Adaptive proximal forward-backward splitting / Huber loss function / Sparse system identification / Adaptive filtering / Robust adaptive filtering algorithm / Parallel projection algorithm / / |
文献情報 |
信学技報, vol. 111, no. 466, SIP2011-130, pp. 19-23, 2012年3月. |
資料番号 |
SIP2011-130 |
発行日 |
2012-03-01 (CAS, SIP, CS) |
ISSN |
Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 |
著作権に ついて |
技術研究報告に掲載された論文の著作権は電子情報通信学会に帰属します.(許諾番号:10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
PDFダウンロード |
CAS2011-110 SIP2011-130 CS2011-102 |
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