Variable Regularized Fast Affine Projections

Steven L. Grant, Missouri University of Science and Technology
Asif Iqbal Mohammad
Deepak Challa

This document has been relocated to http://scholarsmine.mst.edu/ele_comeng_facwork/1935

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Abstract

This paper introduces a variable regularization method for the fast affine projection algorithm (VR-FAP). It is inspired by a recently introduced technique for variable regularization of the classical, affine projection algorithm (VR-APA). In both algorithms, the regularization parameter varies as a function of the excitation, measurement noise, and residual error energies. Because of the dependence on the last parameter, VR-APA and VR-FAP demonstrate the desirable property of fast convergence (via a small regularization value) when the convergence is poor and deep convergence/immunity to measurement noise (via a large regularization value) when the convergence is good. While the regularization parameter of APA is explicitly available for on-line modification, FAP's regularization is only set at initialization. To overcome this problem we use noise-injection with the noise-power proportional to the variable regularization parameter. As with their fixed regularization versions, VR-FAP is considerably less complex than VR-APA and simulations verify that they have the very similar convergence properties