l 0-norm penalised shrinkage linear and widely linear LMS algorithms for sparse system identification

In this study, the authors propose an l 0-norm penalised shrinkage linear least mean squares (l 0-SH-LMS) algorithm and an l 0-norm penalised shrinkage widely linear least mean squares (l 0-SH-WL-LMS) algorithm for sparse system identification. The proposed algorithms exploit the priori and the posteriori errors to calculate the varying step-size, thus they can adapt to the time-varying channel. Meanwhile, in the cost function they introduce a penalty term that favours sparsity to enable the applicability for sparse condition. Moreover, the l 0-SH-WL-LMS algorithm also makes full use of the non-circular properties of the signals of interest to improve the tracking capability and estimation performance. Quantitative analysis of the convergence behaviour for the l 0-SH-WL-LMS algorithm verifies the capabilities of the proposed algorithms. Simulation results show that compared with the existing least mean squares-type algorithms, the proposed algorithms perform better in the sparse channels with a faster convergence rate and a lower steady-state error. When channel changes suddenly, a filter with the proposed algorithms can adapt to the variation of the channel quickly.

[1]  Ali H. Sayed,et al.  Variable step-size NLMS and affine projection algorithms , 2004, IEEE Signal Processing Letters.

[2]  V. John Mathews,et al.  A stochastic gradient adaptive filter with gradient adaptive step size , 1993, IEEE Trans. Signal Process..

[3]  Sergiy A. Vorobyov,et al.  Sparse channel estimation with lp-norm and reweighted l1-norm penalized least mean squares , 2011, 2011 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

[4]  Fumiyuki Adachi,et al.  Improved adaptive sparse channel estimation based on the least mean square algorithm , 2013, 2013 IEEE Wireless Communications and Networking Conference (WCNC).

[5]  Michael Elad,et al.  L1-L2 Optimization in Signal and Image Processing , 2010, IEEE Signal Processing Magazine.

[6]  Donald L. Duttweiler,et al.  Proportionate normalized least-mean-squares adaptation in echo cancelers , 2000, IEEE Trans. Speech Audio Process..

[7]  Alfred O. Hero,et al.  Sparse LMS for system identification , 2009, 2009 IEEE International Conference on Acoustics, Speech and Signal Processing.

[8]  Jacob Benesty,et al.  A VARIABLE STEP-SIZE PROPORTIONATE NLMS ALGORITHM FOR ECHO CANCELLATION , 2008 .

[9]  Giorgio Biagetti,et al.  Nonlinear System Identification: An Effective Framework Based on the Karhunen–LoÈve Transform , 2009, IEEE Transactions on Signal Processing.

[10]  Yuantao Gu,et al.  A Stochastic Gradient Approach on Compressive Sensing Signal Reconstruction Based on Adaptive Filtering Framework , 2010, IEEE Journal of Selected Topics in Signal Processing.

[11]  Tyseer Aboulnasr,et al.  A robust variable step-size LMS-type algorithm: analysis and simulations , 1997, IEEE Trans. Signal Process..

[12]  Andreas Antoniou,et al.  A Family of Shrinkage Adaptive-Filtering Algorithms , 2013, IEEE Transactions on Signal Processing.

[13]  Jacob Benesty,et al.  A Nonparametric VSS NLMS Algorithm , 2006, IEEE Signal Processing Letters.

[14]  Anthony G. Constantinides,et al.  A novel kurtosis driven variable step-size adaptive algorithm , 1999, IEEE Trans. Signal Process..

[15]  Milos Doroslovacki,et al.  Proportionate adaptive algorithms for network echo cancellation , 2006, IEEE Transactions on Signal Processing.

[16]  Jian Wang,et al.  Performance Analysis of $l_0$ Norm Constraint Least Mean Square Algorithm , 2012, IEEE Transactions on Signal Processing.

[17]  Sergiy A. Vorobyov,et al.  Reweighted l1-norm penalized LMS for sparse channel estimation and its analysis , 2014, Signal Process..

[18]  Henning Puder,et al.  Step-size control for acoustic echo cancellation filters - an overview , 2000, Signal Process..

[19]  Rodrigo C. de Lamare,et al.  Sparsity-Aware Adaptive Algorithms Based on Alternating Optimization and Shrinkage , 2014, IEEE Signal Processing Letters.

[20]  Md. Zulfiquar Ali Bhotto,et al.  Improved robust adaptive-filtering algorithms , 2011 .

[21]  Pascal Chevalier,et al.  Widely linear estimation with complex data , 1995, IEEE Trans. Signal Process..

[22]  I. Daubechies,et al.  An iterative thresholding algorithm for linear inverse problems with a sparsity constraint , 2003, math/0307152.

[23]  Lei Huang,et al.  Shrinkage Linear and Widely Linear Complex-Valued Least Mean Squares Algorithms for Adaptive Beamforming , 2015, IEEE Transactions on Signal Processing.

[24]  Hongyang Deng,et al.  Partial update PNLMS algorithm for network echo cancellation , 2009, 2009 IEEE International Conference on Acoustics, Speech and Signal Processing.

[25]  Zhang JianYun,et al.  A Widely-Linear LMS Algorithm for Adaptive Beamformer , 2007, 2007 International Symposium on Microwave, Antenna, Propagation and EMC Technologies for Wireless Communications.

[26]  Mohammad Shukri Salman,et al.  A zero-attracting variable step-size LMS algorithm for sparse system identification , 2012, 2012 IX International Symposium on Telecommunications (BIHTEL).

[27]  Raymond H. Kwong,et al.  A variable step size LMS algorithm , 1992, IEEE Trans. Signal Process..

[28]  Danilo P. Mandic,et al.  Performance analysis of the conventional complex LMS and augmented complex LMS algorithms , 2010, 2010 IEEE International Conference on Acoustics, Speech and Signal Processing.

[29]  Yuantao Gu,et al.  $l_{0}$ Norm Constraint LMS Algorithm for Sparse System Identification , 2009, IEEE Signal Processing Letters.

[30]  Paul S. Bradley,et al.  Feature Selection via Concave Minimization and Support Vector Machines , 1998, ICML.

[31]  Tülay Adali,et al.  Complex-Valued Signal Processing: The Proper Way to Deal With Impropriety , 2011, IEEE Transactions on Signal Processing.