Block-Sparsity-Induced Adaptive Filter for Multi-Clustering System Identification
Abstract
In order to improve the performance of least mean square (LMS)-based adaptive filtering for identifying block-sparse systems, a new adaptive algorithm called block-sparse LMS (BS-LMS) is proposed in this paper. The basis of the proposed algorithm is to insert a penalty of block-sparsity, which is a mixed $l_{2, 0}$ norm of adaptive tap-weights with equal group partition sizes, into the cost function of traditional LMS algorithm. To describe a block-sparse system response, we first propose a Markov-Gaussian model, which can generate a kind of system responses of arbitrary average sparsity and arbitrary average block length using given parameters. Then we present theoretical expressions of the steady-state misadjustment and transient convergence behavior of BS-LMS with an appropriate group partition size for white Gaussian input data. Based on the above results, we theoretically demonstrate that BS-LMS has much better convergence behavior than $l_0$-LMS with the same small level of misadjustment. Finally, numerical experiments verify that all of the theoretical analysis agrees well with simulation results in a large range of parameters.
Cite
@article{arxiv.1410.5024,
title = {Block-Sparsity-Induced Adaptive Filter for Multi-Clustering System Identification},
author = {Shuyang Jiang and Yuantao Gu},
journal= {arXiv preprint arXiv:1410.5024},
year = {2015}
}
Comments
29 pages, 11 figure, journal manuscript