講演名 | 2012-03-08 Adaptive proximal forward-backward splitting applied to Huber loss function for sparse system identification under impulsive noise , |
---|---|
PDFダウンロードページ | PDFダウンロードページへ |
抄録(和) | |
抄録(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 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 l_1 norm. The use of the Huber loss function robustifies the estimation under impulsive noise and the use of the weighted l_1 norm effectively exploits the sparsity of the system to be estimated. The resulting algorithm has low-computational complexity with order 0(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) | |
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 |
資料番号 | CAS2011-110,SIP2011-130,CS2011-102 |
発行日 |
研究会情報 | |
研究会 | CAS |
---|---|
開催期間 | 2012/3/1(から1日開催) |
開催地(和) | |
開催地(英) | |
テーマ(和) | |
テーマ(英) | |
委員長氏名(和) | |
委員長氏名(英) | |
副委員長氏名(和) | |
副委員長氏名(英) | |
幹事氏名(和) | |
幹事氏名(英) | |
幹事補佐氏名(和) | |
幹事補佐氏名(英) |
講演論文情報詳細 | |
申込み研究会 | Circuits and Systems (CAS) |
---|---|
本文の言語 | ENG |
タイトル(和) | |
サブタイトル(和) | |
タイトル(英) | Adaptive proximal forward-backward splitting applied to Huber loss function for sparse system identification under impulsive noise |
サブタイトル(和) | |
キーワード(1)(和/英) | / Adaptive proximal forward-backward splitting |
第 1 著者 氏名(和/英) | / Takayuki YAMAMOTO |
第 1 著者 所属(和/英) | Department of Communications and Integrated Systems, Tokyo Institute of Technology |
発表年月日 | 2012-03-08 |
資料番号 | CAS2011-110,SIP2011-130,CS2011-102 |
巻番号(vol) | vol.111 |
号番号(no) | 465 |
ページ範囲 | pp.- |
ページ数 | 5 |
発行日 |