Title
Adaptive proximal forward-backward splitting for sparse system identification under impulsive noise.
Abstract
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 O(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.
Year
Venue
Keywords
2012
European Signal Processing Conference
Sparse system identification,Huber loss function,Robust adaptive filtering algorithm,Parallel projection algorithm
Field
DocType
ISSN
Adaptive filtering algorithm,Control theory,Robustness (computer science),Adaptive filter,Huber loss,System identification,Smoothness,Mathematics,Computational complexity theory
Conference
2076-1465
Citations 
PageRank 
References 
7
0.50
9
Authors
3
Name
Order
Citations
PageRank
yamamoto1103.73
Masao Yamagishi26711.11
isao yamada395374.52