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NORMALIZED LEAST-MEAN-SQUARE ALGORITHMS WITH MINIMAX CONCAVE PENALTY

Abstract: 

We propose a novel problem formulation for sparsity-aware adaptive filtering based on the nonconvex minimax concave (MC) penalty, aiming to obtain a sparse solution with small estimation bias. We present two algorithms: the first algorithm uses a single firm-shrinkage operation, while the second one uses double soft-shrinkage operations. The twin soft-shrinkage operations compensate each other, promoting sparsity while avoiding a serious increase of biases. The whole cost function is convex in certain parameter settings, while the instantaneous cost function is always nonconvex. Numerical examples show the superiority compared to the existing sparsity-aware adaptive filtering algorithms in system mismatch and sparseness of the solution.

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Paper Details

Authors:
Hiroyuki Kaneko, Masahiro Yukawa
Submitted On:
15 May 2020 - 8:00pm
Short Link:
Type:
Presentation Slides
Event:
Presenter's Name:
Hiroyuki Kaneko
Paper Code:
SPTM-L6.2
Document Year:
2020
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Document Files

icassp2020_slide_final.pdf

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[1] Hiroyuki Kaneko, Masahiro Yukawa, "NORMALIZED LEAST-MEAN-SQUARE ALGORITHMS WITH MINIMAX CONCAVE PENALTY", IEEE SigPort, 2020. [Online]. Available: http://sigport.org/5360. Accessed: Sep. 24, 2020.
@article{5360-20,
url = {http://sigport.org/5360},
author = {Hiroyuki Kaneko; Masahiro Yukawa },
publisher = {IEEE SigPort},
title = {NORMALIZED LEAST-MEAN-SQUARE ALGORITHMS WITH MINIMAX CONCAVE PENALTY},
year = {2020} }
TY - EJOUR
T1 - NORMALIZED LEAST-MEAN-SQUARE ALGORITHMS WITH MINIMAX CONCAVE PENALTY
AU - Hiroyuki Kaneko; Masahiro Yukawa
PY - 2020
PB - IEEE SigPort
UR - http://sigport.org/5360
ER -
Hiroyuki Kaneko, Masahiro Yukawa. (2020). NORMALIZED LEAST-MEAN-SQUARE ALGORITHMS WITH MINIMAX CONCAVE PENALTY. IEEE SigPort. http://sigport.org/5360
Hiroyuki Kaneko, Masahiro Yukawa, 2020. NORMALIZED LEAST-MEAN-SQUARE ALGORITHMS WITH MINIMAX CONCAVE PENALTY. Available at: http://sigport.org/5360.
Hiroyuki Kaneko, Masahiro Yukawa. (2020). "NORMALIZED LEAST-MEAN-SQUARE ALGORITHMS WITH MINIMAX CONCAVE PENALTY." Web.
1. Hiroyuki Kaneko, Masahiro Yukawa. NORMALIZED LEAST-MEAN-SQUARE ALGORITHMS WITH MINIMAX CONCAVE PENALTY [Internet]. IEEE SigPort; 2020. Available from : http://sigport.org/5360