A Modified Recursive Regularization Factor Calculation for Sparse RLS Algorithm with <i>l</i><sub>1</sub>-Norm

In this paper, we propose a new calculation method for the regularization factor in sparse recursive least squares (SRLS) with <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mi>l</mi><mn&g...

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Main Authors: Junseok Lim, Keunhwa Lee, Seokjin Lee
Format: Article
Language:English
Published: MDPI AG 2021-07-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/9/13/1580
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spelling doaj-d80f4a16eb454367896376841a70d5102021-07-15T15:41:46ZengMDPI AGMathematics2227-73902021-07-0191580158010.3390/math9131580A Modified Recursive Regularization Factor Calculation for Sparse RLS Algorithm with <i>l</i><sub>1</sub>-NormJunseok Lim0Keunhwa Lee1Seokjin Lee2Department of Electrical Engineering, College of Electronics and Information Engineering, Sejong University, Gwangjin-gu, Seoul 05006, KoreaDepartment of Defense Systems Engineering, College of Engineering, Sejong University, Gwangjin-gu, Seoul 05006, KoreaSchool of Electronics Engineering, School of Electronic and Electrical Engineering, College of IT Engineering, Kyungpook National University, Daegu 41566, KoreaIn this paper, we propose a new calculation method for the regularization factor in sparse recursive least squares (SRLS) with <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mi>l</mi><mn>1</mn></msub></semantics></math></inline-formula>-norm penalty. The proposed regularization factor requires no prior knowledge of the actual system impulse response, and it also reduces computational complexity by about half. In the simulation, we use Mean Square Deviation (MSD) to evaluate the performance of SRLS, using the proposed regularization factor. The simulation results demonstrate that SRLS using the proposed regularization factor calculation shows a difference of less than 2 dB in MSD from SRLS, using the conventional regularization factor with a true system impulse response. Therefore, it is confirmed that the performance of the proposed method is very similar to that of the existing method, even with half the computational complexity.https://www.mdpi.com/2227-7390/9/13/1580sparse impulse response systemsparse system estimation<i>l</i><sub>1</sub>-RLSregularization factor
collection DOAJ
language English
format Article
sources DOAJ
author Junseok Lim
Keunhwa Lee
Seokjin Lee
spellingShingle Junseok Lim
Keunhwa Lee
Seokjin Lee
A Modified Recursive Regularization Factor Calculation for Sparse RLS Algorithm with <i>l</i><sub>1</sub>-Norm
Mathematics
sparse impulse response system
sparse system estimation
<i>l</i><sub>1</sub>-RLS
regularization factor
author_facet Junseok Lim
Keunhwa Lee
Seokjin Lee
author_sort Junseok Lim
title A Modified Recursive Regularization Factor Calculation for Sparse RLS Algorithm with <i>l</i><sub>1</sub>-Norm
title_short A Modified Recursive Regularization Factor Calculation for Sparse RLS Algorithm with <i>l</i><sub>1</sub>-Norm
title_full A Modified Recursive Regularization Factor Calculation for Sparse RLS Algorithm with <i>l</i><sub>1</sub>-Norm
title_fullStr A Modified Recursive Regularization Factor Calculation for Sparse RLS Algorithm with <i>l</i><sub>1</sub>-Norm
title_full_unstemmed A Modified Recursive Regularization Factor Calculation for Sparse RLS Algorithm with <i>l</i><sub>1</sub>-Norm
title_sort modified recursive regularization factor calculation for sparse rls algorithm with <i>l</i><sub>1</sub>-norm
publisher MDPI AG
series Mathematics
issn 2227-7390
publishDate 2021-07-01
description In this paper, we propose a new calculation method for the regularization factor in sparse recursive least squares (SRLS) with <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mi>l</mi><mn>1</mn></msub></semantics></math></inline-formula>-norm penalty. The proposed regularization factor requires no prior knowledge of the actual system impulse response, and it also reduces computational complexity by about half. In the simulation, we use Mean Square Deviation (MSD) to evaluate the performance of SRLS, using the proposed regularization factor. The simulation results demonstrate that SRLS using the proposed regularization factor calculation shows a difference of less than 2 dB in MSD from SRLS, using the conventional regularization factor with a true system impulse response. Therefore, it is confirmed that the performance of the proposed method is very similar to that of the existing method, even with half the computational complexity.
topic sparse impulse response system
sparse system estimation
<i>l</i><sub>1</sub>-RLS
regularization factor
url https://www.mdpi.com/2227-7390/9/13/1580
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