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Sparse LMS for system identification

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3 Author(s)
Yilun Chen ; Dept. of EECS, Univ. of Michigan, Ann Arbor, MI ; Yuantao Gu ; Hero, A.O.

We propose a new approach to adaptive system identification when the system model is sparse. The approach applies lscr1 relaxation, common in compressive sensing, to improve the performance of LMS-type adaptive methods. This results in two new algorithms, the zero-attracting LMS (ZA-LMS) and the reweighted zero-attracting LMS (RZA-LMS). The ZA-LMS is derived via combining a lscr1 norm penalty on the coefficients into the quadratic LMS cost function, which generates a zero attractor in the LMS iteration. The zero attractor promotes sparsity in taps during the filtering process, and therefore accelerates convergence when identifying sparse systems. We prove that the ZA-LMS can achieve lower mean square error than the standard LMS. To further improve the filtering performance, the RZA-LMS is developed using a reweighted zero attractor. The performance of the RZA-LMS is superior to that of the ZA-LMS numerically. Experiments demonstrate the advantages of the proposed filters in both convergence rate and steady-state behavior under sparsity assumptions on the true coefficient vector. The RZA-LMS is also shown to be robust when the number of non-zero taps increases.

Published in:

Acoustics, Speech and Signal Processing, 2009. ICASSP 2009. IEEE International Conference on

Date of Conference:

19-24 April 2009