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[Author] Tae-Ho JUNG(1hit)

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  • Online Sparse Volterra System Identification Using Projections onto Weighted l1 Balls

    Tae-Ho JUNG  Jung-Hee KIM  Joon-Hyuk CHANG  Sang Won NAM  

     
    PAPER

      Vol:
    E96-A No:10
      Page(s):
    1980-1983

    In this paper, online sparse Volterra system identification is proposed. For that purpose, the conventional adaptive projection-based algorithm with weighted l1 balls (APWL1) is revisited for nonlinear system identification, whereby the linear-in-parameters nature of Volterra systems is utilized. Compared with sparsity-aware recursive least squares (RLS) based algorithms, requiring higher computational complexity and showing faster convergence and lower steady-state error due to their long memory in time-invariant cases, the proposed approach yields better tracking capability in time-varying cases due to short-term data dependence in updating the weight. Also, when N is the number of sparse Volterra kernels and q is the number of input vectors involved to update the weight, the proposed algorithm requires O(qN) multiplication complexity and O(Nlog 2N) sorting-operation complexity. Furthermore, sparsity-aware least mean-squares and affine projection based algorithms are also tested.