- Research Article
- Open access
- Published:
A Unified View of Adaptive Variable-Metric Projection Algorithms
EURASIP Journal on Advances in Signal Processing volume 2009, Article number: 589260 (2009)
Abstract
We present a unified analytic tool named variable-metric adaptive projected subgradient method (V-APSM) that encompasses the important family of adaptive variable-metric projection algorithms. The family includes the transform-domain adaptive filter, the Newton-method-based adaptive filters such as quasi-Newton, the proportionate adaptive filter, and the Krylov-proportionate adaptive filter. We provide a rigorous analysis of V-APSM regarding several invaluable properties including monotone approximation, which indicates stable tracking capability, and convergence to an asymptotically optimal point. Small metric-fluctuations are the key assumption for the analysis. Numerical examples show (i) the robustness of V-APSM against violation of the assumption and (ii) the remarkable advantages over its constant-metric counterpart for colored and nonstationary inputs under noisy situations.
Publisher note
To access the full article, please see PDF.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Open Access This article is distributed under the terms of the Creative Commons Attribution 2.0 International License (https://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
About this article
Cite this article
Yukawa, M., Yamada, I. A Unified View of Adaptive Variable-Metric Projection Algorithms. EURASIP J. Adv. Signal Process. 2009, 589260 (2009). https://doi.org/10.1155/2009/589260
Received:
Accepted:
Published:
DOI: https://doi.org/10.1155/2009/589260