Title :
Variable Regularized Fast Affine Projections
Author :
Challa, D. ; Grant, Steven L. ; Mohammad, A.
Author_Institution :
Missouri Univ., Rolla, MO, USA
Abstract :
This paper introduces a variable regularization method for the fast affine projection algorithm (VR-FAP). It is inspired by a recently introduced technique for variable regularization of the classical, affine projection algorithm (VR-APA). In both algorithms, the regularization parameter varies as a function of the excitation, measurement noise, and residual error energies. Because of the dependence on the last parameter, VR-APA and VR-FAP demonstrate the desirable property of fast convergence (via a small regularization value) when the convergence is poor and deep convergence/immunity to measurement noise (via a large regularization value) when the convergence is good. While the regularization parameter of APA is explicitly available for on-line modification, FAP´s regularization is only set at initialization. To overcome this problem we use noise-injection with the noise-power proportional to the variable regularization parameter. As with their fixed regularization versions, VR-FAP is considerably less complex than VR-APA and simulations verify that they have the very similar convergence properties.
Keywords :
adaptive filters; filtering theory; convergence properties; measurement noise; residual error energies; variable regularized fast affine projections; Adaptive filters; Colored noise; Computational complexity; Convergence; Covariance matrix; Energy measurement; Financial advantage program; Noise measurement; Projection algorithms; Virtual reality; APA; FAP; adaptive filter; affine projections; regularization;
Conference_Titel :
Acoustics, Speech and Signal Processing, 2007. ICASSP 2007. IEEE International Conference on
Conference_Location :
Honolulu, HI
Print_ISBN :
1-4244-0727-3
DOI :
10.1109/ICASSP.2007.366623