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 Paper Abstract and Keywords Presentation 2012-03-08 10:55 Adaptive proximal forward-backward splitting applied to Huber loss function for sparse system identification under impulsive noiseTakayuki Yamamoto, Masao Yamagishi, Isao Yamada (Tokyo Inst. of Tech.) Abstract (in Japanese) (See Japanese page) (in English) 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. Keyword (in Japanese) (See Japanese page) (in English) Adaptive proximal forward-backward splitting / Huber loss function / Sparse system identification / Adaptive filtering / Robust adaptive filtering algorithm / Parallel projection algorithm / / Reference Info. IEICE Tech. Rep., vol. 111, no. 466, SIP2011-130, pp. 19-23, March 2012. Paper # SIP2011-130 Date of Issue 2012-03-01 (CAS, SIP, CS) ISSN Print edition: ISSN 0913-5685  Online edition: ISSN 2432-6380

 Conference Information Committee CAS CS SIP Conference Date 2012-03-08 - 2012-03-09 Place (in Japanese) (See Japanese page) Place (in English) The University of Niigata Topics (in Japanese) (See Japanese page) Topics (in English) Network Processor, Signal Processing for communication, and Wireless LAN/PAN, etc. Paper Information Registration To SIP Conference Code 2012-03-CAS-CS-SIP Language English Title (in Japanese) (See Japanese page) Sub Title (in Japanese) (See Japanese page) Title (in English) Adaptive proximal forward-backward splitting applied to Huber loss function for sparse system identification under impulsive noise Sub Title (in English) Keyword(1) Adaptive proximal forward-backward splitting Keyword(2) Huber loss function Keyword(3) Sparse system identification Keyword(4) Adaptive filtering Keyword(5) Robust adaptive filtering algorithm Keyword(6) Parallel projection algorithm Keyword(7) Keyword(8) 1st Author's Name Takayuki Yamamoto 1st Author's Affiliation Tokyo institute of technology (Tokyo Inst. of Tech.) 2nd Author's Name Masao Yamagishi 2nd Author's Affiliation Tokyo institute of technology (Tokyo Inst. of Tech.) 3rd Author's Name Isao Yamada 3rd Author's Affiliation Tokyo institute of technology (Tokyo Inst. of Tech.) 4th Author's Name 4th Author's Affiliation () 5th Author's Name 5th Author's Affiliation () 6th Author's Name 6th Author's Affiliation () 7th Author's Name 7th Author's Affiliation () 8th Author's Name 8th Author's Affiliation () 9th Author's Name 9th Author's Affiliation () 10th Author's Name 10th Author's Affiliation () 11th Author's Name 11th Author's Affiliation () 12th Author's Name 12th Author's Affiliation () 13th Author's Name 13th Author's Affiliation () 14th Author's Name 14th Author's Affiliation () 15th Author's Name 15th Author's Affiliation () 16th Author's Name 16th Author's Affiliation () 17th Author's Name 17th Author's Affiliation () 18th Author's Name 18th Author's Affiliation () Speaker 1 Date Time 2012-03-08 10:55:00 Presentation Time 25 Registration for SIP Paper # IEICE-CAS2011-110,IEICE-SIP2011-130,IEICE-CS2011-102 Volume (vol) IEICE-111 Number (no) no.465(CAS), no.466(SIP), no.467(CS) Page pp.19-23 #Pages IEICE-5 Date of Issue IEICE-CAS-2012-03-01,IEICE-SIP-2012-03-01,IEICE-CS-2012-03-01