ℓ1-regularized recursive total least squares based sparse system identification for the error-in-variables

In this paper an ℓ 1 -regularized recursive total least squares (RTLS) algorithm is considered for the sparse system identification. Although recursive least squares (RLS) has been successfully applied in sparse system identification, the estimation performance in RLS based algorithms becomes worse,...

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Vydané v:SpringerPlus Ročník 5; číslo 1
Hlavní autori: Lim, Jun-seok, Pang, Hee-Suk
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Cham Springer International Publishing 31.08.2016
Predmet:
Engineering
Humanities and Social Sciences
multidisciplinary
Science
Science (multidisciplinary)
RLS
Convex regularization
TLS
1-norm
Adaptive filter
Sparsity
ISSN:2193-1801
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Shrnutí:In this paper an ℓ 1 -regularized recursive total least squares (RTLS) algorithm is considered for the sparse system identification. Although recursive least squares (RLS) has been successfully applied in sparse system identification, the estimation performance in RLS based algorithms becomes worse, when both input and output are contaminated by noise (the error-in-variables problem). We proposed an algorithm to handle the error-in-variables problem. The proposed ℓ 1 -RTLS algorithm is an RLS like iteration using the ℓ 1 regularization. The proposed algorithm not only gives excellent performance but also reduces the required complexity through the effective inversion matrix handling. Simulations demonstrate the superiority of the proposed ℓ 1 -regularized RTLS for the sparse system identification setting.
ISSN:2193-1801
DOI:10.1186/s40064-016-3120-6