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Technical Program

Paper Detail

Paper:	SPTM-L9.3
Session:	Affine Projection Algorithms
Time:	Friday, May 19, 17:10 - 17:30
Presentation:	Lecture
Topic:	Signal Processing Theory and Methods: Adaptive Systems and Filtering
Title:	Optimum Variable Explicit Regularized Affine Projection Algorithm
Authors:	Hernan Rey, Leonardo Rey Vega, Sara Tressens, University of Buenos Aires, Argentina; Jacob Benesty, INRS-EMT / University of Quebec, Canada
Abstract:	A variable regularized Affine Projection Algorithm (VR-APA) is introduced, which does not require the classical step size. Its use is supported from different points of view. First, it has the property of being H infinite optimal, providing robust behavior against perturbations and model uncertainties. Second, the time varying regularization parameter is obtained by maximizing the speed of convergence of the algorithm. At each time step, it needs knowledge of the power of the observable quantities. Although we first derive it for a linear time invariant (LTI) system, we show that the same expression holds if we consider a time varying system following a first order Markov model. Simulation results are presented to test the performance of the proposed algorithm and to compare it with other schemes under different situations.