Title :
Time-variant regularization in affine projection algorithms
Author :
Ba, Ao ; McKenna, Sean
Author_Institution :
Smarter Cities Technol. Centre, IBM Res. Ireland, Dublin, Ireland
Abstract :
We propose a time-variant regularization in affine projection algorithms, where we update the regularization parameter with a gradient method using a momentum term parametrized by a momentum rate. To further improve the convergence properties of the algorithm in transient stages while ensuring a small final misadjustment, we adaptively estimate the momentum parameter. Then, we prove both the weak and strong convergence of the adaptive regularization. We apply the newly proposed algorithm to water quality data for prediction purposes, where we show that the developed algorithm outperforms existing time-varying regularization approaches.
Keywords :
affine transforms; convergence of numerical methods; gradient methods; parameter estimation; adaptive regularization; affine projection algorithms; convergence properties; gradient method; momentum parameter estimation; momentum rate; momentum term; regularization parameter; strong convergence; time-variant regularization; transient stages; water quality data; weak convergence; Algorithm design and analysis; Convergence; Gradient methods; Prediction algorithms; Projection algorithms; Tuning; Vectors;
Conference_Titel :
Communication, Control, and Computing (Allerton), 2013 51st Annual Allerton Conference on
Conference_Location :
Monticello, IL
Print_ISBN :
978-1-4799-3409-6
DOI :
10.1109/Allerton.2013.6736700