Conference Paper

Adaptive projected subgradient method and its applications to robust signal processing

Dept. of Commun. & Integrated Syst., Tokyo Inst. of Technol.
DOI: 10.1109/ISCAS.2006.1692574 Conference: Circuits and Systems, 2006. ISCAS 2006. Proceedings. 2006 IEEE International Symposium on
Source: IEEE Xplore


The adaptive projected subgradient method offers a unified mathematical perspective for the adaptive (set-membership/set-theoretic) filtering schemes. In this paper, we introduce an overview of its recent theoretical advances and successful applications to robust signal processing problems including the stereo acoustic echo canceling, the MAI suppression in DS/CDMA receivers, and the robust adaptive beamforming with array antenna systems

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    • "The adaptive projected subgradient method (APSM) [1] [2] [3] has given a Àavor of the ¿xed point theory (of quasi-nonexpansive mapping) [4] to the adaptive ¿ltering problem [5]. Precisely speaking, APSM produces an algorithmic solution to the following time-varying optimization problem: minimize asymptotically a sequence of nonnegative convex functions (time-varying objective functions) over a closed convex set in a real Hilbert space. "
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    ABSTRACT: In this paper, we propose a novel adaptive filtering algorithm named adaptive parallel variable-metric projection (APVP) algorithm, which includes the proportionate normalized least mean square (PNLMS) algorithm as its special example. The proposed algorithm is based on parallel projection (onto multiple closed convex sets) with time-varying metrics. A convergence analysis of the proposed algorithm is presented with the aid of the adaptive projected subgradient method. Numerical examples demonstrate that the proposed algorithm realizes echo cancellation superior to the conventional algorithms
    Preview · Conference Paper · May 2007
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    ABSTRACT: A novel blind multiple access interference suppression algorithm based on relaxed parallel subgradient projection is proposed for DS/CDMA systems. The qualification “relaxed” is manifest in two aspects: first, the new expression for updating the interference suppression filter coefficients vector relaxes paralleled projection fields and reduces computation complexity. In addition, the relaxation parameter in the updated process is adaptively determined to guarantee the interference suppression filter coefficients vector falling into fields containing the optimal filter coefficients vector after several iterations. Theoretical analysis and simulation results conclude that this algorithm has a fast convergence speed, steady interference suppression performance, low computation and low bit error rate. KeywordsRelaxed parallel subgradient projection-Multiple access interference suppression-DS/CDMA systems
    No preview · Article · Aug 2010 · Circuits Systems and Signal Processing