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Hokkaido University Collection of Scholarly and Academic Papers >
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2009 APSIPA Annual Summit and Conference >
An Efficient Parallel Variable-metric Projection Algorithm Based on Set-theoretic and Krylov-proportionate Adaptive Filtering Techniques
| Title: | An Efficient Parallel Variable-metric Projection Algorithm Based on Set-theoretic and Krylov-proportionate Adaptive Filtering Techniques |
| Authors: | Yukawa, Masahiro Browse this author | | Yamada, Isao Browse this author |
| Issue Date: | 4-Oct-2009 |
| Publisher: | Asia-Pacific Signal and Information Processing Association, 2009 Annual Summit and Conference, International Organizing Committee |
| Journal Title: | Proceedings : APSIPA ASC 2009 : Asia-Pacific Signal and Information Processing Association, 2009 Annual Summit and Conference |
| Start Page: | 418 |
| End Page: | 421 |
| Abstract: | We blend two adaptive filtering techniques for further efficiency: the set-theoretic adaptive filter (STAF, Yamada et al. 2002) and the Krylov-proportionate adaptive filter (KPAF, Yukawa 2009). Although the ideas behind these techniques are quite different from each other, there is a way to blend them together by noticing that KPAF can be seen as a sort of 'variable-metric' projection algorithm. We propose a blended algorithm named set-theoretic Krylov-proportionate adaptive filter (SKAF), which features iterative parallel variable-metric projection onto well-designed closed convex sets. We present comparisons in complexity and mean square error (MSE) performance, showing significant advantages of the proposed algorithm over the existing algorithms. |
| Description: | APSIPA ASC 2009: Asia-Pacific Signal and Information Processing Association, 2009 Annual Summit and Conference. 4-7 October 2009. Sapporo, Japan. Poster session: Signal Processing Theory and Methods I (6 October 2009). |
| Conference Name: | APSIPA ASC 2009: Asia-Pacific Signal and Information Processing Association, 2009 Annual Summit and Conference | | 2009年アジア太平洋信号情報処理連合学会アニュアルサミット・国際会議 |
| Conference Place: | Sapporo |
| Type: | proceedings |
| URI: | http://hdl.handle.net/2115/39731 |
| Appears in Collections: | 北海道大学サステナビリティ・ウィーク2009 (Sustainability Weeks 2009) > 2009年アジア太平洋信号情報処理連合学会アニュアルサミット・国際会議 (2009 APSIPA Annual Summit and Conference)
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