1. Novel Sparse Algorithms based on Lyapunov Stability for Adaptive System Identification
- Author
-
P. Rakesh, T. Kishore Kumar, and F. Albu
- Subjects
Sparse system identification ,Lyapunov adaptive filter (LA) ,ℓ1-norm ,Zero-attracting LA ,Reweighted ZA-LA ,Affine combination ,Convergence ,Mean square deviation ,Mean square error ,Electrical engineering. Electronics. Nuclear engineering ,TK1-9971 - Abstract
Adaptive filters are extensively used in the identification of an unknown system. Unlike several gradient-search based adaptive filtering techniques, the Lyapunov Theory-based Adaptive Filter offers improved convergence and stability. When the system is described by a sparse model, the performance of Lyapunov Adaptive (LA) filter is degraded since it fails to exploit the system sparsity. In this paper, the Zero-Attracting Lyapunov Adaptation algorithm (ZA-LA), the Reweighted Zero-Attracting Lyapunov Adaptation algorithm (RZA-LA) and an affine combination scheme of the LA and proposed ZA-LA filters are proposed. The ZA-LA algorithm is based on ℓ1-norm relaxation while the RZA-LA algorithm uses a log-sum penalty to accelerate convergence when identifying sparse systems. It is shown by simulations that the proposed algorithms can achieve better convergence than the existing LMS/LA filter for a sparse system, while the affine combination scheme is robust in identifying systems with variable sparsity.
- Published
- 2018