| Presentation | 2005-01-20 Theory and Applications of Set Theoretic Adaptive Filtering with Multiple A-Priori Convex Constraints Konstantinos SLAVAKIS, Isao YAMADA, |
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| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | This paper presents a wide frame for set theoretic adaptive filtering algorithms by an extension of the Adaptive Projected Subgradient Method. The proposed algorithm solves the problem of asymptotically minimizing a certain sequence of nonnegative continuous convex functions over the fixed point set of strongly attracting nonexpansive mappings in a real Hilbert space. We provide with a strongly convergent, asymptotically optimal point sequence as well as with a characterization of the limit point. As a side effect, the method establishes new directions for set theoretic adaptive filtering schemes whenever the estimandum (system to be identified) is known to belong to (satisfy in the set theoretic terminology) a finite number of intersecting closed convex sets. We are able to unify a wide range of adaptive filtering algorithms such as NLMS, Projected or Constrained NLMS, APA, the Adaptive Parallel Subgradient Projection Algorithm e.t.c. Numerical results demonstrate the effectiveness of the proposed method to the problem of stereophonic acoustic echo cancellation. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Asymptotic Minimization / Adaptive Filtering / A-Priori Knowledge / Subgradient / Nonexpansive Mapping |
| Paper # | SIP2004-105 |
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| Conference Information | |
| Committee | SIP |
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| Conference Date | 2005/1/13(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Signal Processing (SIP) |
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| Language | ENG |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Theory and Applications of Set Theoretic Adaptive Filtering with Multiple A-Priori Convex Constraints |
| Sub Title (in English) | |
| Keyword(1) | Asymptotic Minimization |
| Keyword(2) | Adaptive Filtering |
| Keyword(3) | A-Priori Knowledge |
| Keyword(4) | Subgradient |
| Keyword(5) | Nonexpansive Mapping |
| 1st Author's Name | Konstantinos SLAVAKIS |
| 1st Author's Affiliation | Tokyo Institute of Technology, Dept. of Communications & Integrated Systems() |
| 2nd Author's Name | Isao YAMADA |
| 2nd Author's Affiliation | Tokyo Institute of Technology, Dept. of Communications & Integrated Systems |
| Date | 2005-01-20 |
| Paper # | SIP2004-105 |
| Volume (vol) | vol.104 |
| Number (no) | 558 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |