Convex Combination of Constraint Vectors for Set-membership Affine Projection Algorithms

in Proc. of IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) (2019, May)

Set-membership affine projection (SM-AP) adaptive filters have been increasingly employed in the context of online data-selective learning. A key aspect for their good performance in terms of both ... [more ▼]

Set-membership affine projection (SM-AP) adaptive filters have been increasingly employed in the context of online data-selective learning. A key aspect for their good performance in terms of both convergence speed and steady-state mean-squared error is the choice of the so-called constraint vector. Optimal constraint vectors were recently proposed relying on convex optimization tools, which might some- times lead to prohibitive computational burden. This paper proposes a convex combination of simpler constraint vectors whose performance approaches the optimal solution closely, utilizing much fewer computations. Some illustrative examples confirm that the sub-optimal solution follows the accomplishments of the optimal one. [less ▲]