Set-membership affine projection algorithm with
variable data-reuse factor
Stefan Werner
Signal Processing Laboratory
Helsinki University of Technology
Email: stefan.werner@hut.fi
Paulo S. R. Diniz
LPS-Signal Processing Laboratory
COPPE/Poli/Univ. Fed. Rio de Janeiro
Email: diniz@lps.ufrj.br
Jos´ e E. W. Moreira
Amazonia Celular
Email: Ednelson.Wesen@AmazoniaCelular.com.br
Abstract— This paper proposes a new data-selective affine
projection algorithm. The algorithm generalizes the ideas of
the conventional set-membership affine-projection (SM-AP) al-
gorithm to include a variable data-reuse factor. By utilizing the
information provided by the data-dependent step size, we propose
an assignment rule that automatically adjust the number of data
reuses. A particular reduced-complexity implementation of the
proposed algorithm is also considered in order to reduce the
dimensions of the matrix inversions involved in the computation
of update. Simulations show that a significant reduction in the
overall complexity can be obtained with the new algorithm as
compared with the conventional SM-AP algorithm. In addition,
the proposed algorithm retains the fast convergence of the
conventional SM-AP algorithm, and the low steady-state error
of the SM-NLMS algorithm.
I. I NTRODUCTION
Set-membership filtering (SMF) [1]–[4] is an approach to
reduce computational complexity in adaptive filtering, where
the filter is designed such that the output estimation error is
upper bounded by a pre-determined threshold. Set-membership
adaptive filters (SMAFs) feature reduced complexity imple-
mentations due to a data-selective (sparse in time) updating,
and a time-varying data-dependent step size that provides fast
convergence to a low steady-state error.
SMAFs with low computational complexity per update
are the set-membership NLMS (SM-NLMS) [2], the set-
membership binormalized data-reusing (SM-BNDRLMS) [3],
and the set-membership affine projection (SM-AP) [4] algo-
rithms.
The SM-AP algorithm generalizes the ideas of the SM-
NLMS and the SM-BNDRLMS algorithms to reuse constraint
sets from a fixed number of past input and desired signal
pairs. The resulting algorithm can be seen as a set-membership
version of the affine-projection (AP) algorithm [8] with an
optimized step size. As with the conventional AP algorithm,
a faster convergence of the SM-AP algorithm comes at the
expense of an increase in the computational complexity per
update that is directly linked to the amount of reuses employed,
or data-reuse factor.
The idea of data reuse was also exploited in the context of
OBE algorithms in [5]–[7]. The algorithm considered in this
paper is essentially different from those of [5]–[7] as we use a
point-wise approach to derive a data-selective algorithm with
a computational complexity per update in the order of O(N ),
N being the number of coefficients.
In the following we propose a novel SM-AP algorithm
that employs a variable data-reuse factor to lower the overall
complexity of the conventional SM-AP algorithm. By quan-
tizing the range of the data-dependent step size in the SM-AP
algorithm, a proper data-reuse factor is adaptively assigned.
The introduction of the variable data-reuse factor results in an
algorithm that close to convergence take the form of the simple
SM-NLMS algorithm. Thereafter, we consider an efficient
implementation of the new SM-AP algorithm that reduces the
dimensions of the matrices involved in the update. Finally, the
performance of the proposed algorithm is evaluated through
simulations which are followed by conclusions.
II. SMF
Set-membership filtering is a framework applicable to filter-
ing problems that are linear in parameters. A specification on
the filter parameters w ∈ C
N
is achieved by constraining the
magnitude of the output estimation error, e = d
k
−w
H
x
k
, to be
smaller than a deterministic threshold γ , where x
k
∈ C
N
and
d
k
∈ C denote the input vector and the desired output signal,
respectively. As a result of the bounded error constraint, there
will exist a set of filters rather than a single estimate.
Adaptive SMF algorithms seek solutions that belong to the
exact membership set ψ
k
constructed from the observed input-
signal and desired signal pairs,
ψ
k
=
k
i=1
H
i
(1)
where H
k
is referred to as the constraint set containing all the
vectors w for which the associated output error at time instant
k is upper bounded in magnitude by γ :
H
k
= {w ∈ C
N
: |d
k
− w
H
x
k
|≤ γ } (2)
Adaptive approaches leading to algorithms with low peak
complexity compute a point estimate through projections using
information provided by a fixed number of past constraint
sets [2]–[4]. Next section, we derive an algorithm that uses
a time-varying number of past constraint sets for the update.
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