Sparse Incremental Delta-Bar-Delta for System Identification
Ying Liu
1,a
,Yan Ye
1,b
and Chunguang Li
1,c
1
Department of Information Science and Electronic Engineering,
ZhejiangUniversity,Hangzhou 310027, China
a
yingliu@zju.edu.cn,
b
414214205@qq.com,
c
cgli@zju.edu.cn
Keywords: Adaptive filter, incremental delta-bar-delta, least mean square, l
0
norm, metalearning,
sparse, system identification.
Abstract. Metalearning algorithm learns the base learning algorithm, targeted for improving the
performance of the learning system. The incremental delta-bar-delta (IDBD) algorithm is such a
metalearning algorithm. On the other hand, sparse algorithms are gaining popularity due to their
good performance and wide applications. In this paper, we propose a sparse IDBD algorithm by
taking the sparsity of the systems into account. The
norm penalty is contained in the cost function
of the standard IDBD, which is equivalent to adding a zero attractor in the iterations, thus can speed
up convergence if the system of interest is indeed sparse. Simulations demonstrate that the proposed
algorithm is superior to the competing algorithms in sparse system identification.
Introduction
Matelearning means learning of the base learning system, hence to improve the performance of
the base learning system. The delta-bar-delta (DBD) [1] is one of the most well-known
metalearning algorithms, which consists of a weight update and a learning rate update both based on
the delta rule. The incremental delta-bar-delta (IDBD) [2] is an extension of the DBD algorithm,
which is applicable to incremental tasks, that is, supervised learning tasks in which the examples are
processed one-by-one and then discarded. In the IDBD, both the update rules of weight and learning
rate are derived by gradient descent. The base learning algorithm in the IDBD is the well-known
least-mean square (LMS) algorithm. It was shown that the IDBD exhibits faster convergence rate
and lower mean square deviation (MSD) than the LMS.
Sparse systems, whose impulse responses contain only a few large coefficients interspersed
among many negligible ones, widely exists in nature [3]. It is also shown that utilizing the sparse
property of a system can improve the adaptive filtering performance and many algorithms have
been proposed [4,5].
Motivated by LASSO [6] and recent progress in compressive sensing, several sparse LMS
algorithm have been proposed [7-9]. Their basic idea is to introduce a penalty, e.g. the
or
norm
of the coefficient vector, into the cost function, which favors the sparsity of the system. Moreover, it
was shown in [8, 9] that the
-LMS is superior to the sparse algorithms based on
norm.
Therefore, only the case of
norm penalty is considered in this paper. Considering that the IDBD
is superior to the LMS, we propose a sparse IDBD algorithm by incorporating the
norm penalty
into the cost function of the standard IDBD algorithm and then use the gradient descent method to
attain the new algorithm, which is named as
-IDBD. Numerical simulations demonstrate that the
-IDBD has faster convergence rate, faster tracking rate and lower MSD than the
-LMS.
Sparse Incremental Delta-Bar-Delta Algorithm
In this paper, a sparse algorithm based on IDBD and
-LMS is proposed. In the following, we
denote theinput vector, the coefficient vector, the desired output, thesystemoutput and the
estimation errorby
n x n x n x n L= − − +x
,
0 1 1
L
−
=w
,
,
T
=
,and
, respectively, where
is time and
is thefilter length.
Applied Mechanics and Materials Vol. 665 (2014) pp 643-646 Submitted: 13.06.2014
© (2014) Trans Tech Publications, Switzerland Accepted: 31.07.2014
doi:10.4028/www.scientific.net/AMM.665.643