Adaptive parallel quadratic-metric projection algorithms

Masahiro Yukawa, Konstantinos Slavakis, Isao Yamada

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    48 Scopus citations

    Abstract

    This paper indicates that an appropriate design of metric leads to significant improvements in the adaptive projected subgradient method (APSM), which unifies a wide range of projection-based algorithms [including normalized least mean square (NLMS) and affine projection algorithm (APA)]. The key is to incorporate a priori (or a posteriori) information on characteristics of an estimandum, a system to be estimated, into the metric design. We propose a family of efficient adaptive filtering algorithms based on a parallel use of quadratic-metric projection, which assigns every point to the nearest point in a closed convex set in a quadratic-metric sense. We present two versions: (1) constant-metric and (2) variable-metric, i.e., the metric function employed is (1) constant and (2) variable among iterations. As a constant-metric version, adaptive parallel quadratic-metric projection (APQP) and adaptive parallel min-max quadratic-metric projection (APMQP) algorithms are naturally derived by APSM, being endowed with desirable properties such as convergence to a point optimal in asymptotic sense. As a variable-metric version, adaptive parallel variable-metric projection (APVP) algorithm is derived by a generalized APSM, enjoying an extended monotone property at each iteration. By employing a simple quadratic-metric, the computational complexity of the proposed algorithms is kept linear with respect to the filter length. Numerical examples demonstrate the remarkable advantages of the proposed algorithms in an application to acoustic echo cancellation.

    Original languageEnglish (US)
    Article number4244541
    Pages (from-to)1665-1680
    Number of pages16
    JournalIEEE Transactions on Audio, Speech and Language Processing
    Volume15
    Issue number5
    DOIs
    StatePublished - Jul 2007

    Bibliographical note

    Funding Information:
    Manuscript received July 21, 2006; revised January 18, 2007. This work was supported in part by the Japan Society for Promotion of Science (JSPS) under Grant-in-Aid C17500139. The associate editor coordinating the review of this manuscript and approving it for publication was Dr. Israel Cohen.

    Keywords

    • Acoustic echo cancellation
    • Adaptive filtering
    • Adaptive projected subgradient method (APSM)
    • Quadratic- metric

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