A Practical Solution for the Regularization of the Affine
Projection Algorithm
Constantin Paleologu
1,∗
, Jacob Benesty
2
, and Silviu Ciochin˘ a
1
1
University Politehnica of Bucharest, Telecommunications Department, Bucharest, Romania
2
University of Quebec, INRS-EMT, Montreal, Canada
∗
Corresponding author (E-mail: pale@comm.pub.ro)
Abstract—The regularization of the affine projection algorithm (APA)
is of great importance in echo cancellation applications. The regular-
ization parameter, which depends on the level of the near-end signal,
is added to the main diagonal of the input signal correlation matrix to
ensure the stability of the APA. In this paper, we propose a practical
way for evaluating the power of the near-end signal or, equivalently,
the signal-to-noise ratio that is explicitly related to the regularization
parameter. Simulation results obtained in the context of acoustic echo
cancellation support the appealing performance of the proposed solution.
Keywords - echo cancellation; adaptive filters; regularization; affine
projection algorithm (APA).
I. I NTRODUCTION
The affine projection algorithm (APA) [1]–[4] is an attractive
and popular choice for echo cancellation [5], [6]. As compared to
the normalized least-mean-square (NLMS) algorithm [7], the APA
achieves a superior convergence rate, especially for highly-correlated
input signals (like speech).
For numerical reasons, a regularization parameter is needed within
the APA [1]. This positive constant is added to the main diagonal
of the input signal correlation matrix to be inverted to ensure a
stable behavior of the APA. It can be shown that the value of the
regularization parameter depends on the level of the system noise. In
echo cancellation, the problem is even more complicated, since the
system “noise” is in fact the near-end signal (e.g., near-end speech
and/or different types of background noise).
Different solutions have been proposed to control the value of this
important parameter, e.g., see [8]–[10] and the references therein.
In many of these works, the main goal was to find a variable
regularization parameter, which acts like a variable step-size, thus
controlling the entire adaptation of the algorithm. More recently,
the problem of regularization in the adaptive filtering context was
addressed in [11], where the main issue was to attenuate the effects
of the system noise in the adaptive filter estimate. Following this
work, several solutions for selecting the regularization parameter of
the APA were presented in [12], [13].
In this paper, we present another practical solution for the regular-
ization problem in the context of the APA. In Section II, the general
framework developed in [12] is summarized. Next, in Section III,
we propose a practical way for evaluating the key term needed
in the formula of the regularization parameter, i.e., the signal-to-
noise ratio (SNR), in terms of the estimation of the near-end signal
power. Simulation results presented in Section IV (considering an
acoustic echo cancellation scenario) support the theoretical issues and
indicate the good performance of the developed solution. Finally, the
conclusions are provided in Section V.
II. REGULARIZATION OF THE APA
We consider the echo cancellation application, which is basically
a system identification problem. The reference (microphone) signal
at the discrete-time index is
()= x
()h + ()= ()+ (), (1)
where x()=
[
() ( − 1) ⋅⋅⋅ ( − + 1)
]
is a
vector containing the most recent time samples of the far-end
(loudspeaker) signal (), superscript
denotes transpose of a
vector or a matrix, h =
[
ℎ0 ℎ1 ⋅⋅⋅ ℎ−1
]
is the impulse
response of the echo path (the system we need to identify, i.e., from
the loudspeaker to the microphone), and () is the near-end signal
(i.e., the system “noise”). The objective is to estimate or identify h
with an adaptive filter:
ˆ
h()=
[
ˆ
ℎ0()
ˆ
ℎ1() ⋅⋅⋅
ˆ
ℎ−1()
]
.
The APA is one of the most popular algorithms used for echo
cancellation. The basic version of this algorithm is defined by the
following equations [1]:
e() = d() − X
()
ˆ
h( − 1), (2)
R() = I + X
()X(), (3)
ˆ
h() =
ˆ
h( − 1) + X()R
−1
()e(), (4)
where e() is the error signal vector of length
(with denoting the projection order), d() =
[
() ( − 1) ⋅⋅⋅ ( − + 1)
]
is a vector
containing the most recent time samples of the desired signal,
X()=
[
x() x( − 1) ⋅⋅⋅ x( − + 1)
]
is the input
data matrix, R() is the correlation matrix to be inverted, is the
regularization parameter, I is the × identity matrix, and is
the step-size parameter. For =1, the NLMS algorithm is derived.
There are three main parameters that controls the performance of
the APA. The first one is the projection order, ; the convergence
rate of the APA increases when increases, but also the compu-
tational complexity. The second one is the step-size parameter,
(theoretically, 0 << 2); its main role is to compromise between
two important performance criteria, i.e., the convergence rate and
misadjustment [7]. Last but not least, there is the regularization
parameter, .
At a first glance, the regularization matrix I is used to pre-
vent a “bad” matrix inversion, since X
()X() can be very ill-
conditioned, especially for speech inputs. On the other hand, in
practice, the selection of is of great importance in terms of the
adaptive filter performance. The value of this parameter is related to
the level of the system noise, i.e., () in (1).
Based on (1), we can define the SNR as [5]:
SNR =
2
2
, (5)
where
2
=
[
2
()
]
and
2
=
[
2
()
]
are the variances of
() and (), respectively [(⋅) denotes the expectation]. A rule
of thumb is that the regularization parameter requires large values
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