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Paper Abstract and Keywords
Presentation 2012-03-08 10:55
Adaptive proximal forward-backward splitting applied to Huber loss function for sparse system identification under impulsive noise
Takayuki Yamamoto, Masao Yamagishi, Isao Yamada (Tokyo Inst. of Tech.) CAS2011-110 SIP2011-130 CS2011-102
Abstract (in Japanese) (See Japanese page) 
(in English) In this paper, we propose a robust sparsity-aware adaptive filtering algorithm under impulsive noise environment,
by using the Huber loss function in the frame of \emph{adaptive proximal forward-backward splitting} (APFBS).
The APFBS attempts to suppress a time-varying cost function which is the sum of a smooth function and a nonsmooth function.
As the smooth function, we employ the weighted sum of the Huber loss functions of the output residuals.
As the nonsmooth function, we employ the weighted $\ell_1$ norm.
The use of the Huber loss function robustifies the estimation under impulsive noise and the use of the weighted $\ell_1$ norm effectively exploits the sparsity of the system to be estimated.
The resulting algorithm has low-computational complexity with order $\mathcal{O}(N)$, where $N$ is the tap length.
Numerical examples in sparse system identification demonstrate
that the proposed algorithm outperforms conventional algorithms by achieving robustness against impulsive noise.
Keyword (in Japanese) (See Japanese page) 
(in English) Adaptive proximal forward-backward splitting / Huber loss function / Sparse system identification / Adaptive filtering / Robust adaptive filtering algorithm / Parallel projection algorithm / /  
Reference Info. IEICE Tech. Rep., vol. 111, no. 466, SIP2011-130, pp. 19-23, March 2012.
Paper # SIP2011-130 
Date of Issue 2012-03-01 (CAS, SIP, CS) 
ISSN Print edition: ISSN 0913-5685  Online edition: ISSN 2432-6380
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Download PDF CAS2011-110 SIP2011-130 CS2011-102

Conference Information
Committee CAS CS SIP  
Conference Date 2012-03-08 - 2012-03-09 
Place (in Japanese) (See Japanese page) 
Place (in English) The University of Niigata 
Topics (in Japanese) (See Japanese page) 
Topics (in English) Network Processor, Signal Processing for communication, and Wireless LAN/PAN, etc. 
Paper Information
Registration To SIP 
Conference Code 2012-03-CAS-CS-SIP 
Language English 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Adaptive proximal forward-backward splitting applied to Huber loss function for sparse system identification under impulsive noise 
Sub Title (in English)  
Keyword(1) Adaptive proximal forward-backward splitting  
Keyword(2) Huber loss function  
Keyword(3) Sparse system identification  
Keyword(4) Adaptive filtering  
Keyword(5) Robust adaptive filtering algorithm  
Keyword(6) Parallel projection algorithm  
1st Author's Name Takayuki Yamamoto  
1st Author's Affiliation Tokyo institute of technology (Tokyo Inst. of Tech.)
2nd Author's Name Masao Yamagishi  
2nd Author's Affiliation Tokyo institute of technology (Tokyo Inst. of Tech.)
3rd Author's Name Isao Yamada  
3rd Author's Affiliation Tokyo institute of technology (Tokyo Inst. of Tech.)
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Speaker Author-1 
Date Time 2012-03-08 10:55:00 
Presentation Time 25 minutes 
Registration for SIP 
Paper # CAS2011-110, SIP2011-130, CS2011-102 
Volume (vol) vol.111 
Number (no) no.465(CAS), no.466(SIP), no.467(CS) 
Page pp.19-23 
Date of Issue 2012-03-01 (CAS, SIP, CS) 

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