• DocumentCode
    3250512
  • Title

    Time-variant regularization in affine projection algorithms

  • Author

    Ba, Ao ; McKenna, Sean

  • Author_Institution
    Smarter Cities Technol. Centre, IBM Res. Ireland, Dublin, Ireland
  • fYear
    2013
  • fDate
    2-4 Oct. 2013
  • Firstpage
    1466
  • Lastpage
    1473
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Communication, Control, and Computing (Allerton), 2013 51st Annual Allerton Conference on
  • Conference_Location
    Monticello, IL
  • Print_ISBN
    978-1-4799-3409-6
  • Type

    conf

  • DOI
    10.1109/Allerton.2013.6736700
  • Filename
    6736700