摘要翻译:
近年来,泄漏扩散最小均方(DLMS)算法因其具有高输入特征值扩展和低信噪比的优点而受到广泛关注。然而,泄漏DLMS算法在稀疏系统中可能会导致性能恶化。为了克服这一缺陷,本文提出了漏零吸引DLMS(LZA-DLMS)算法,该算法在代价函数中加入L1范数惩罚,以充分利用稀疏系统的特性。提出了漏重加权零吸引DLMS(LRZA-DLMS)算法,该算法在稀疏性随时间变化的情况下提高了估计性能。在重新加权的版本中,不使用L1范数惩罚,而是使用对数和函数作为替代。基于权误差方差关系和几个常见的假设,我们分析了我们的发现的瞬态行为,并确定了步长的稳定界。此外,我们对所提出的算法进行了稳态理论分析。在分布式网络系统辨识中的仿真结果表明,所提方案优于现有的各种算法,验证了理论结果的正确性。
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英文标题:
《Diffusion Leaky Zero Attracting Least Mean Square Algorithm and Its
Performance Analysis》
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作者:
Long Shi, Haiquan Zhao
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最新提交年份:
2018
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分类信息:
一级分类:Electrical Engineering and Systems Science 电气工程与系统科学
二级分类:Signal Processing 信号处理
分类描述:Theory, algorithms, performance analysis and applications of signal and data analysis, including physical modeling, processing, detection and parameter estimation, learning, mining, retrieval, and information extraction. The term "signal" includes speech, audio, sonar, radar, geophysical, physiological, (bio-) medical, image, video, and multimodal natural and man-made signals, including communication signals and data. Topics of interest include: statistical signal processing, spectral estimation and system identification; filter design, adaptive filtering / stochastic learning; (compressive) sampling, sensing, and transform-domain methods including fast algorithms; signal processing for machine learning and machine learning for signal processing applications; in-network and graph signal processing; convex and nonconvex optimization methods for signal processing applications; radar, sonar, and sensor array beamforming and direction finding; communications signal processing; low power, multi-core and system-on-chip signal processing; sensing, communication, analysis and optimization for cyber-physical systems such as power grids and the Internet of Things.
信号和数据分析的理论、算法、性能分析和应用,包括物理建模、处理、检测和参数估计、学习、挖掘、检索和信息提取。“信号”一词包括语音、音频、声纳、雷达、地球物理、生理、(生物)医学、图像、视频和多模态自然和人为信号,包括通信信号和数据。感兴趣的主题包括:统计信号处理、谱估计和系统辨识;滤波器设计;自适应滤波/随机学习;(压缩)采样、传感和变换域方法,包括快速算法;用于机器学习的信号处理和用于信号处理应用的
机器学习;网络与图形信号处理;信号处理中的凸和非凸优化方法;雷达、声纳和传感器阵列波束形成和测向;通信信号处理;低功耗、多核、片上系统信号处理;信息物理系统的传感、通信、分析和优化,如电网和物联网。
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英文摘要:
Recently, the leaky diffusion least-mean-square (DLMS) algorithm has obtained much attention because of its good performance for high input eigenvalue spread and low signal-to-noise ratio (SNR). However, the leaky DLMS algorithm may suffer from performance deterioration in the sparse system. To overcome this drawback, the leaky zero attracting DLMS (LZA-DLMS) algorithm is developed in this paper, which adds an l1-norm penalty to the cost function to exploit the property of sparse system. The leaky reweighted zero attracting DLMS (LRZA-DLMS) algorithm is also put forward, which can improve the estimation performance in the presence of time-varying sparsity. Instead of using the l1-norm penalty, in the reweighted version, a log-sum function is employed as the substitution. Based on the weight error variance relation and several common assumptions, we analyze the transient behavior of our findings and determine the stability bound of the step-size. Moreover, we implement the steady state theoretical analysis for the proposed algorithms. Simulations in the context of distributed network system identification illustrate that the proposed schemes outperform various existing algorithms and validate the accuracy of the theoretical results.
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PDF链接:
https://arxiv.org/pdf/1801.01717