Title
Proportionate-type hard thresholding adaptive filter for sparse system identification
Abstract
Recently proposed Hard Thresholding based Adaptive Filtering (HTAF) algorithm provides an on-line counterpart of a compressed sensing based greedy sparse recovery algorithm called iterative hard thresholding (IHT) by constructing a sliding-window based cost function. This leads to an adaptive algorithm with data reuse gradient term (i.e. with multi-regressors) followed by a fixed hard thresholding operator. The HTAF algorithm achieves both robustness against colored input (due to the data reuse in gradient update) and smaller steady state error (due to hard thresholding operator) while identifying a sparse system. In this paper, we propose a new sparse adaptive technique called Proportionate type Hard Thresholding Adaptive Filter (PtHTAF) using a proportionate-type gradient update followed by a variable hard thresholding operator. The proposed PtHTAF algorithm enjoys faster initial convergence rate (due to proportionate type gradient update) while maintaining low steady-state excess mean square error like the HTAF. Simulation results establish superiority of the proposed algorithm over existing sparse adaptive algorithms.
Year
DOI
Venue
2014
10.1109/APSIPA.2014.7041807
Asia-Pacific Signal and Information Processing Association, 2014 Annual Summit and Conference
Keywords
Field
DocType
adaptive filters,compressed sensing,gradient methods,greedy algorithms,least mean squares methods,sparse matrices,PtHTAF algorithm,adaptive algorithm,compressed sensing,data reuse gradient,fixed hard thresholding operator,greedy sparse recovery algorithm,iterative hard thresholding,proportionate type hard thresholding adaptive filter,proportionate-type gradient update,sliding window based cost function,sparse adaptive technique,sparse system identification,steady-state excess mean square error,variable hard thresholding operator,Proportionate normalized least mean squares (PNLMS),compressed sensing,iterative hard thresholding (IHT),mean square deviation (MSD)
Convergence (routing),Pattern recognition,Robustness (computer science),Artificial intelligence,Rate of convergence,Adaptive filter,Thresholding,Adaptive algorithm,System identification,Compressed sensing,Mathematics
Conference
ISSN
Citations 
PageRank 
2309-9402
0
0.34
References 
Authors
13
3
Name
Order
Citations
PageRank
Vinay Chakravarthi Gogineni1176.75
Rajib Lochan Das2354.97
Mrityunjoy Chakraborty312428.63