TY - GEN
T1 - Generalized iterative thresholding for sparsity-aware online volterra system identification
AU - Slavakis, Konstantinos
AU - Kopsinis, Yannis
AU - Theodoridis, Sergios
AU - Giannakis, Georgios B
AU - Kekatos, Vassilis
PY - 2013
Y1 - 2013
N2 - The present paper explores the link between thresholding, one of the key enablers in sparsity-promoting algorithms, and Volterra system identification in the context of time-adaptive or online learning. A connection is established between the recently developed generalized thresholding operator and optimization theory via the concept of proximalmappings which are associated with non-convex penalizing functions. Based on such a variational analytic ground, two iterative thresholding algorithms are provided for the sparsity-cognizant Volterra system identification task: (i) a set theoretic estimation one by using projections onto hyperslabs, and (ii) a Landweber-type one. Numerical experimentation is provided to validate the proposed algorithms with respect to state-ofthe- Art, sparsity-aware online learning techniques.
AB - The present paper explores the link between thresholding, one of the key enablers in sparsity-promoting algorithms, and Volterra system identification in the context of time-adaptive or online learning. A connection is established between the recently developed generalized thresholding operator and optimization theory via the concept of proximalmappings which are associated with non-convex penalizing functions. Based on such a variational analytic ground, two iterative thresholding algorithms are provided for the sparsity-cognizant Volterra system identification task: (i) a set theoretic estimation one by using projections onto hyperslabs, and (ii) a Landweber-type one. Numerical experimentation is provided to validate the proposed algorithms with respect to state-ofthe- Art, sparsity-aware online learning techniques.
KW - Adaptive filtering
KW - Proximal mapping
KW - Sparsity
KW - Thresholding
KW - Volterra
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M3 - Conference contribution
AN - SCOPUS:84903119856
SN - 9783800735297
T3 - Proceedings of the International Symposium on Wireless Communication Systems
SP - 180
EP - 184
BT - 10th International Symposium on Wireless Communication Systems 2013, ISWCS 2013
PB - IEEE Computer Society
T2 - 10th IEEE International Symposium on Wireless Communication Systems 2013, ISWCS 2013
Y2 - 27 August 2013 through 30 August 2013
ER -