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
Link To Document