| Paper Abstract and Keywords |
| Presentation |
2005-04-22 13:50
On optimality of POWER Weighting Technique for Adaptive Filtering
Masahiro Yukawa, Isao Yamada (Tokyo Inst. of Tech.) |
| Abstract |
(in Japanese) |
(See Japanese page) |
| (in English) |
``Weighting'' is the key parameter for the adaptive Parallel Subgradient Projection (adaptive PSP) algorithm [Yamada {\it et.~al.},~2002] to accelerate convergence, since the algorithm determines the direction
for updating the adaptive filter based on a ``weighted'' average of certain convex projections. Pairwise Optimal WEight Realization (POWER) technique [Yukawa \& Yamada, 2004] was proposed to realize a strategic ``weighting'' with low computational complexity.
In this paper, we firstly derive an explicit formula to give the rojection
onto the intersection of two closed half-spaces defined by three vectors.
Then, we prove an optimality of the weighting given by the formula in the sense of the following worst case optimization; maximize, in terms of the weighting and a relaxation parameter, the minimum, over the intersection of two half-spaces, of how much the distance is reduced from before to after the update. Namely, the weighting optimizes the worst case when
the distance reduction is the smallest, if the intersection contains the estimandum (system to be estimated). The POWER constructs multiple (primitive) closed half-spaces and utilizes the formula in a pairwise manner; the resulting vectors define new half-spaces (repeat this procedure a few times). We also prove that, as far as the primitive half-spaces contain the estimandum, the subsequent ones automatically contain it, and thus, the POWER realizes pairwise optimal weighting in each stage. |
| Keyword |
(in Japanese) |
(See Japanese page) |
| (in English) |
adaptive parallel subgradient projection algorithm / POWER weighting / optimality in max-min sense / / / / / |
| Reference Info. |
IEICE Tech. Rep., vol. 105, no. 29, SIP2005-7, pp. 37-42, April 2005. |
| Paper # |
SIP2005-7 |
| Date of Issue |
2005-04-15 (SIP, IE) |
| ISSN |
Print edition: ISSN 0913-5685 |
| Download PDF |
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| Conference Information |
| Committee |
IE SIP |
| Conference Date |
2005-04-22 - 2005-04-22 |
| Place (in Japanese) |
(See Japanese page) |
| Place (in English) |
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| Topics (in Japanese) |
(See Japanese page) |
| Topics (in English) |
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| Paper Information |
| Registration To |
SIP |
| Conference Code |
2005-04-IE-SIP |
| Language |
English |
| Title (in Japanese) |
(See Japanese page) |
| Sub Title (in Japanese) |
(See Japanese page) |
| Title (in English) |
On optimality of POWER Weighting Technique for Adaptive Filtering |
| Sub Title (in English) |
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| Keyword(1) |
adaptive parallel subgradient projection algorithm |
| Keyword(2) |
POWER weighting |
| Keyword(3) |
optimality in max-min sense |
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| 1st Author's Name |
Masahiro Yukawa |
| 1st Author's Affiliation |
Tokyo Institute of Technology (Tokyo Inst. of Tech.) |
| 2nd Author's Name |
Isao Yamada |
| 2nd Author's Affiliation |
Tokyo Institute of Technology (Tokyo Inst. of Tech.) |
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| Speaker |
Author-1 |
| Date Time |
2005-04-22 13:50:00 |
| Presentation Time |
25 minutes |
| Registration for |
SIP |
| Paper # |
SIP2005-7, IE2005-7 |
| Volume (vol) |
vol.105 |
| Number (no) |
no.29(SIP), no.30(IE) |
| Page |
pp.37-42 |
| #Pages |
6 |
| Date of Issue |
2005-04-15 (SIP, IE) |
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