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Performance and Complexity of Online Kernel Algorithms
Title: | Performance and Complexity of Online Kernel Algorithms |
Authors: | Kuh, Anthony Browse this author | Mandic, Danilo 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: | 853 |
End Page: | 858 |
Abstract: | This paper discusses some recent advances in the development of nonlinear adaptive filtering. Specifically, it studies online kernel adaptive filters. We study the performance and complexity of a suite of kernel online algorithms from kernel recursive least square subspace (KRLSS) algorithms to kernel least mean square (KLMS) algorithms. A key to the kernel algorithms is that updating is done in the dual space via evaluation of kernels, the number of support vectors is controlled by using an information criterion, and the number of information vectors is controlled for KRLSS These algorithms have advantages in that they are nonlinear filters that are relatively easy to implement and have a number of parameters that can be adjusted to tradeoff performance for complexity. |
Description: | APSIPA ASC 2009: Asia-Pacific Signal and Information Processing Association, 2009 Annual Summit and Conference. 4-7 October 2009. Sapporo, Japan. Oral session: Signal Processing Theory and Methods II (7 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/2115/39823 |
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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