Title :
Sparse RLS adaptive filter with diagonal loading
Author :
Zakharov, Yuriy ; Nascimento, Vitor H.
Author_Institution :
Dept. of Electron., Univ. of York, York, UK
Abstract :
In this paper, we propose an adaptive algorithm for sparse identification. The algorithm is based on diagonal loading, reweighting, and coordinate descent iterations. Simulation results show that the algorithm has performance close to the performance of the oracle RLS algorithm with perfect knowledge of the support and yet has as low complexity as O(N) operations per sample, where N is the filter length.
Keywords :
adaptive filters; computational complexity; iterative methods; Oracle RLS algorithm; adaptive algorithm; complexity; coordinate descent iteration; diagonal loading; filter length; reweighting; sparse RLS adaptive filter; sparse identification; Adaptive filter; DCD algorithm; FPGA; RLS; diagonal loading; dichotomous coordinate descent; reweighting; sparse representation;
Conference_Titel :
Signals, Systems and Computers (ASILOMAR), 2012 Conference Record of the Forty Sixth Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
978-1-4673-5050-1
DOI :
10.1109/ACSSC.2012.6489125