TY - GEN
T1 - Proportionate adaptive algorithm for nonsparse systems based on krylov subspace and constrained optimization
AU - Yukawa, Masahiro
AU - Utschick, Wolfgang
PY - 2009
Y1 - 2009
N2 - In this paper, we propose an efficient design of proportionality factors in the recently established algorithm named Krylovproportionate normalized least mean-square (KPNLMS), which is an extention of the PNLMS algorithm to nonsparse (or dispersive) unknown systems by means of a Krylov subspace. The designing task takes a form of minimizing the number of iterations that is needed for an upper bound of the system mismatch to reach a specified target value. The minimization is performed under several constraints related to numerical stability, computational requirements, and nonnegativity, and its closed-form solution is derived. Numerical examples demonstrate that the proposed design significantly reduces the number of iterations needed to achieve target values of system mismatch especially when a low level of system mismatch is required.
AB - In this paper, we propose an efficient design of proportionality factors in the recently established algorithm named Krylovproportionate normalized least mean-square (KPNLMS), which is an extention of the PNLMS algorithm to nonsparse (or dispersive) unknown systems by means of a Krylov subspace. The designing task takes a form of minimizing the number of iterations that is needed for an upper bound of the system mismatch to reach a specified target value. The minimization is performed under several constraints related to numerical stability, computational requirements, and nonnegativity, and its closed-form solution is derived. Numerical examples demonstrate that the proposed design significantly reduces the number of iterations needed to achieve target values of system mismatch especially when a low level of system mismatch is required.
KW - Constrained optimization
KW - Krylov subspace
KW - Proportionate adaptive algorithm
UR - http://www.scopus.com/inward/record.url?scp=70349197557&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=70349197557&partnerID=8YFLogxK
U2 - 10.1109/ICASSP.2009.4960285
DO - 10.1109/ICASSP.2009.4960285
M3 - Conference contribution
AN - SCOPUS:70349197557
SN - 9781424423545
T3 - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
SP - 3121
EP - 3124
BT - 2009 IEEE International Conference on Acoustics, Speech, and Signal Processing - Proceedings, ICASSP 2009
T2 - 2009 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2009
Y2 - 19 April 2009 through 24 April 2009
ER -