TY - GEN
T1 - Set-theoretic reduced-rank adaptive filtering by adaptive projected subgradient method
AU - Yukawa, Masahiro
AU - De Lamare, Rodrigo C.
AU - Yamada, Isao
PY - 2007/12/1
Y1 - 2007/12/1
N2 - In this paper, we propose a novel reduced-rank adaptive filtering algorithm based on set-theoretic adaptive filtering. We discuss the orthonormality of the transformation (rank-reduction) matrix. We present, under the assumption that the transformation matrix has an orthonormal structure, an interpretation of the proposed algorithm in the original (fullsize) vector space. The interpretation suggests that the use of an orthonormal transformation matrix leads to performance depending solely on the subspace spanned by the column vectors of the matrix but not on the matrix itself. This is verified by simulations, and the numerical examples demonstrate the efficacy of the proposed algorithm.
AB - In this paper, we propose a novel reduced-rank adaptive filtering algorithm based on set-theoretic adaptive filtering. We discuss the orthonormality of the transformation (rank-reduction) matrix. We present, under the assumption that the transformation matrix has an orthonormal structure, an interpretation of the proposed algorithm in the original (fullsize) vector space. The interpretation suggests that the use of an orthonormal transformation matrix leads to performance depending solely on the subspace spanned by the column vectors of the matrix but not on the matrix itself. This is verified by simulations, and the numerical examples demonstrate the efficacy of the proposed algorithm.
UR - http://www.scopus.com/inward/record.url?scp=50249103899&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=50249103899&partnerID=8YFLogxK
U2 - 10.1109/ACSSC.2007.4487244
DO - 10.1109/ACSSC.2007.4487244
M3 - Conference contribution
AN - SCOPUS:50249103899
SN - 9781424421107
T3 - Conference Record - Asilomar Conference on Signals, Systems and Computers
SP - 422
EP - 426
BT - Conference Record of the 41st Asilomar Conference on Signals, Systems and Computers, ACSSC
T2 - 41st Asilomar Conference on Signals, Systems and Computers, ACSSC
Y2 - 4 November 2007 through 7 November 2007
ER -