An efficient robust adaptive filtering algorithm based on parallel subgradient projection techniques
This paper presents a novel robust adaptive filtering scheme based on the interactive use of statistical noise information and the ideas developed originally for efficient algorithmic solutions to the convex feasibility problems. The statistical noise information is quantitatively formulated as stoc...
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| Veröffentlicht in: | IEEE transactions on signal processing Jg. 50; H. 5; S. 1091 - 1101 |
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| Hauptverfasser: | , , |
| Format: | Journal Article |
| Sprache: | Englisch |
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New York, NY
IEEE
01.05.2002
Institute of Electrical and Electronics Engineers The Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
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| ISSN: | 1053-587X, 1941-0476 |
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| Abstract | This paper presents a novel robust adaptive filtering scheme based on the interactive use of statistical noise information and the ideas developed originally for efficient algorithmic solutions to the convex feasibility problems. The statistical noise information is quantitatively formulated as stochastic property closed convex sets by the simple design formulae developed in this paper. A simple set-theoretic inspection also leads to an important statistical reason for the sensitivity to noise of the affine projection algorithm (APA). The proposed adaptive algorithm is computationally efficient and robust to noise because it requires only an iterative parallel projection onto a series of closed half spaces that are highly expected to contain the unknown system to be identified and is free from the computational load of solving a system of linear equations. The numerical examples show that the proposed adaptive filtering scheme realizes dramatically fast and stable convergence for highly colored excited speech like input signals in severe noise situations. |
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| AbstractList | This paper presents a novel robust adaptive filtering scheme based on the interactive use of statistical noise information and the ideas developed originally for efficient algorithmic solutions to the convex feasibility problems. The statistical noise information is quantitatively formulated as stochastic property closed convex sets by the simple design formulae developed in this paper. A simple set-theoretic inspection also leads to an important statistical reason for the sensitivity to noise of the affine projection algorithm (APA). The proposed adaptive algorithm is computationally efficient and robust to noise because it requires only an iterative parallel projection onto a series of closed half spaces that are highly expected to contain the unknown system to be identified and is free from the computational load of solving a system of linear equations. The numerical examples show that the proposed adaptive filtering scheme realizes dramatically fast and stable convergence for highly colored excited speech like input signals in severe noise situations. This paper presents a novel robust adaptive filtering scheme based on the interactive use of statistical noise information and the ideas developed originally for efficient algorithmic solutions to the convex feasibility problems. The statistical noise information is quantitatively formulated as stochastic property closed convex sets by the simple design formulae developed in this paper. A simple set-theoretic inspection also leads to an important statistical reason for the sensitivity to noise of the affine projection algorithm (APA). The proposed adaptive algorithm is computationally efficient and robust to noise because it requires only an iterative parallel projection onto a series of closed half spaces that are highly expected to contain the unknown system to be identified and is free from the computational load of solving a system of linear equations. The numerical examples show that the proposed adaptive filtering scheme realizes dramatically fast and stable convergence for highly colored excited speech like input signals in severe noise situations The proposed adaptive algorithm is computationally efficient and robust to noise because it requires only an iterative parallel projection onto a series of closed half spaces that are highly expected to contain the unknown system to be identified and is free from the computational load of solving a system of linear equations. |
| Author | Yamada, I. Slavakis, K. Yamada, K. |
| Author_xml | – sequence: 1 givenname: I. surname: Yamada fullname: Yamada, I. organization: Dept. of Commun. & Integrated Syst., Tokyo Inst. of Technol., Japan – sequence: 2 givenname: K. surname: Slavakis fullname: Slavakis, K. – sequence: 3 givenname: K. surname: Yamada fullname: Yamada, K. |
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| Cites_doi | 10.1109/78.205720 10.1109/78.485923 10.1016/0165-1684(96)00022-9 10.1007/BF02612715 10.1109/78.827542 10.1016/0041-5553(67)90113-9 10.1016/S1570-579X(01)80028-8 10.1109/83.563316 10.1109/ICASSP.2000.862007 10.1007/978-1-4757-6288-4 10.1109/5.214546 10.1109/TASSP.1980.1163432 10.1109/ICASSP.1995.479482 10.1109/78.533719 10.1016/S1570-579X(01)80003-3 10.1109/TASSP.1984.1164297 10.1109/89.736333 10.1080/01630569808816822 10.1137/S0036144593251710 10.1002/ecja.4400670503 10.1109/78.661344 10.1109/ICASSP.1996.543281 10.1109/TMI.1982.4307555 10.1109/TAC.1967.1098599 10.1109/TASSP.1984.1164334 10.1109/78.506609 10.1002/acs.4480090103 10.1109/78.134400 |
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| References | ref13 ref35 Yamada (ref38) 2000; 83 Bregman (ref39) 1965; 6 ref34 ref15 ref37 ref14 Golub (ref19) 1996 ref30 ref11 ref33 ref10 ref32 ref2 ref18 Nashed (ref40) 1976 Deutsch (ref36) 1998; 19 Porat (ref24) 1994 ref23 ref26 ref20 ref42 Kurosawa (ref31) 1988; 71-A ref41 Hinamoto (ref1) 1975; 95 ref22 ref21 ref43 Furukawa (ref3) 1988; 71-A ref27 Cramer (ref25) 1946 ref29 ref8 Luenberger (ref28) 1969 ref7 ref4 Censor (ref12) 1997 ref6 ref5 Haykin (ref9) 1996 Yamada (ref16) Stark (ref17) 1998 |
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| SubjectTerms | Adaptive algorithm Adaptive filters Algorithms Applied sciences Computational efficiency Concurrent computing Convergence of numerical methods Detection, estimation, filtering, equalization, prediction Equations Exact sciences and technology Filtering algorithms Half spaces Information, signal and communications theory Inspection Linear equations Mathematical models Noise Noise robustness Projection Projection algorithms Signal and communications theory Signal, noise Stochastic resonance Studies Telecommunications and information theory |
| Title | An efficient robust adaptive filtering algorithm based on parallel subgradient projection techniques |
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