Computationally efficient robust adaptive filtering algorithm based on improved minimum error entropy criterion with fiducial points.

Recently, there has been a strong interest in the minimum error entropy (MEE) criterion derived from information theoretic learning, which is effective in dealing with the multimodal non-Gaussian noise case. However, the kernel function is shift invariant resulting in the MEE criterion being insensitive to the error location. An existing solution is to combine the maximum correntropy (MC) with MEE criteria, leading to the MEE criterion with fiducial points (MEEF). Nevertheless, the algorithms based on the MEEF criterion usually require higher computational complexity. To remedy this problem, an improved MEEF (IMEEF) criterion is devised, aiming to avoid repetitive calculations of the aposteriori error, and an adaptive filtering algorithm based on gradient descent (GD) method is proposed, namely, GD-based IMEEF (IMEEF-GD) algorithm. In addition, we provide the convergence condition in terms of mean sense, along with an analysis of the steady-state and transient behaviors of IMEEF-GD in the mean-square sense. Its computational complexity is also analyzed. Simulation results demonstrate that the computational requirement of our algorithm does not vary significantly with the error sample number and the derived theoretical model is highly consistent with the learning curve. Ultimately, we employ the IMEEF-GD algorithm in tasks such as system identification, wind signal magnitude prediction, temperature prediction, and acoustic echo cancellation (AEC) to validate the effectiveness of the IMEEF-GD algorithm.

Fast Robust Matrix Completion via Entry-Wise ℓ0-Norm Minimization.

Matrix completion (MC) aims at recovering missing entries, given an incomplete matrix. Existing algorithms for MC are mainly designed for noiseless or Gaussian noise scenarios and, thus, they are not robust to impulsive noise. For outlier resistance, entry-wise lp -norm with and M-estimation are two popular approaches. Yet the optimum selection of p for the entrywise lp -norm-based methods is still an open problem. Besides, M-estimation is limited by a breakdown point, that is, the largest proportion of outliers. In this article, we adopt entrywise l0 -norm, namely, the number of nonzero entries in a matrix, to separate anomalies from the observed matrix. Prior to separation, the Laplacian kernel is exploited for outlier detection, which provides a strategy to automatically update the entrywise l0 -norm penalty parameter. The resultant multivariable optimization problem is addressed by block coordinate descent (BCD), yielding l0 -BCD and l0 -BCD-F. The former detects and separates outliers, as well as its convergence is guaranteed. In contrast, the latter attempts to treat outlier-contaminated elements as missing entries, which leads to higher computational efficiency. Making use of majorization-minimization (MM), we further propose l0 -BCD-MM and l0 -BCD-MM-F for robust non-negative MC where the nonnegativity constraint is handled by a closed-form update. Experimental results of image inpainting and hyperspectral image recovery demonstrate that the suggested algorithms outperform several state-of-the-art methods in terms of recovery accuracy and computational efficiency.

Robust Tensor Completion via Capped Frobenius Norm.

Tensor completion (TC) refers to restoring the missing entries in a given tensor by making use of the low-rank structure. Most existing algorithms have excellent performance in Gaussian noise or impulsive noise scenarios. Generally speaking, the Frobenius-norm-based methods achieve excellent performance in additive Gaussian noise, while their recovery severely degrades in impulsive noise. Although the algorithms using the lp -norm ( ) or its variants can attain high restoration accuracy in the presence of gross errors, they are inferior to the Frobenius-norm-based methods when the noise is Gaussian-distributed. Therefore, an approach that is able to perform well in both Gaussian noise and impulsive noise is desired. In this work, we use a capped Frobenius norm to restrain outliers, which corresponds to a form of the truncated least-squares loss function. The upper bound of our capped Frobenius norm is automatically updated using normalized median absolute deviation during iterations. Therefore, it achieves better performance than the lp -norm with outlier-contaminated observations and attains comparable accuracy to the Frobenius norm without tuning parameter in Gaussian noise. We then adopt the half-quadratic theory to convert the nonconvex problem into a tractable multivariable problem, that is, convex optimization with respect to (w.r.t.) each individual variable. To address the resultant task, we exploit the proximal block coordinate descent (PBCD) method and then establish the convergence of the suggested algorithm. Specifically, the objective function value is guaranteed to be convergent while the variable sequence has a subsequence converging to a critical point. Experimental results based on real-world images and videos exhibit the superiority of the devised approach over several state-of-the-art algorithms in terms of recovery performance. MATLAB code is available at https://github.com/Li-X-P/Code-of-Robust-Tensor-Completion.

Sparse Index Tracking With K-Sparsity or ϵ-Deviation Constraint via ℓ0-Norm Minimization.

Sparse index tracking, as one of the passive investment strategies, is to track a benchmark financial index via constructing a portfolio with a few assets in a market index. It can be considered as parameter learning in an adaptive system, in which we periodically update the selected assets and their investment percentages based on the sliding window approach. However, many existing algorithms for sparse index tracking cannot explicitly and directly control the number of assets or the tracking error. This article formulates sparse index tracking as two constrained optimization problems and then proposes two algorithms, namely, nonnegative orthogonal matching pursuit with projected gradient descent (NNOMP-PGD) and alternating direction method of multipliers for l0 -norm (ADMM- l0 ). The NNOMP-PGD aims at minimizing the tracking error subject to the number of selected assets less than or equal to a predefined number. With the NNOMP-PGD, investors can directly and explicitly control the number of selected assets. The ADMM- l0 aims at minimizing the number of selected assets subject to the tracking error that is upper bounded by a preset threshold. It can directly and explicitly control the tracking error. The convergence of the two proposed algorithms is also presented. With our algorithms, investors can explicitly and directly control the number of selected assets or the tracking error of the resultant portfolio. In addition, numerical experiments demonstrate that the proposed algorithms outperform the existing approaches.

Cardinality Constrained Portfolio Optimization via Alternating Direction Method of Multipliers.

Inspired by sparse learning, the Markowitz mean-variance model with a sparse regularization term is popularly used in sparse portfolio optimization. However, in penalty-based portfolio optimization algorithms, the cardinality level of the resultant portfolio relies on the choice of the regularization parameter. This brief formulates the mean-variance model as a cardinality ( l0 -norm) constrained nonconvex optimization problem, in which we can explicitly specify the number of assets in the portfolio. We then use the alternating direction method of multipliers (ADMMs) concept to develop an algorithm to solve the constrained nonconvex problem. Unlike some existing algorithms, the proposed algorithm can explicitly control the portfolio cardinality. In addition, the dynamic behavior of the proposed algorithm is derived. Numerical results on four real-world datasets demonstrate the superiority of our approach over several state-of-the-art algorithms.

Audio enhancement and intelligent classification of household sound events using a sparsely deployed array.

A household sound event classification system consisting of an audio localization and enhancement front-end cascaded with an intelligent classification back-end is presented. The front-end is composed of a sparsely deployed microphone array and a preprocessing unit to localize the source and extract the associated signal. In the front-end, a two-stage method and a direct method are compared for localization. The two-stage method introduces a subspace algorithm to estimate the time difference of arrival, followed by a constrained least squares algorithm to determine the source location. The direct localization methods, the delay-and-sum beamformer, the minimum power distortionless response beamformer, and the multiple signal classification algorithm are compared in terms of localization performance for sparse array configuration. A modified particle swarm optimization algorithm enabled an efficient grid-search. A minimum variance distortionless response beamformer in conjunction with a minimum-mean-square-error postfilter is exploited to extract the source signals for sound event classification tasks that follow. The back-end of the system is a sound event classifier that is based on convolutional neural networks (CNNs), and convolutional long short-term memory networks Mel-spectrograms are used as the input features to the CNNs. Simulations and experiments conducted in a live room have demonstrated the strength and weakness of the direct and two-stage methods. Signal quality enhancement using the array-based front-end proves beneficial for improved classification accuracy over a single microphone.

Augmented Lagrange Programming Neural Network for Localization Using Time-Difference-of-Arrival Measurements.

A commonly used measurement model for locating a mobile source is time-difference-of-arrival (TDOA). As each TDOA measurement defines a hyperbola, it is not straightforward to compute the mobile source position due to the nonlinear relationship in the measurements. This brief exploits the Lagrange programming neural network (LPNN), which provides a general framework to solve nonlinear constrained optimization problems, for the TDOA-based localization. The local stability of the proposed LPNN solution is also analyzed. Simulation results are included to evaluate the localization accuracy of the LPNN scheme by comparing with the state-of-the-art methods and the optimality benchmark of Cramér-Rao lower bound.

A Modified Multiple Alignment Fast Fourier Transform with Higher Efficiency.

Multiple sequence alignment (MSA) is the most common task in bioinformatics. Multiple alignment fast Fourier transform (MAFFT) is the fastest MSA program among those the accuracy of the resulting alignments can be comparable with the most accurate MSA programs. In this paper, we modify the correlation computation scheme of the MAFFT for further efficiency improvement in three aspects. First, novel complex number based amino acid and nucleotide expressions are utilized in the modified correlation. Second, linear convolution with a limitation is proposed for computing the correlation of amino acid and nucleotide sequences. Third, we devise a fast Fourier transform (FFT) algorithm for computing linear convolution. The FFT algorithm is based on conjugate pair split-radix FFT and does not require the permutation of order, and it is new as only real parts of the final outputs are required. Simulation results show that the speed of the modified scheme is 107.58 to 365.74 percent faster than that of the original MAFFT for one execution of the function Falign() of MAFFT, indicating its faster realization.

Accurate parameter estimation for unbalanced three-phase system.

Smart grid is an intelligent power generation and control console in modern electricity networks, where the unbalanced three-phase power system is the commonly used model. Here, parameter estimation for this system is addressed. After converting the three-phase waveforms into a pair of orthogonal signals via the α ß-transformation, the nonlinear least squares (NLS) estimator is developed for accurately finding the frequency, phase, and voltage parameters. The estimator is realized by the Newton-Raphson scheme, whose global convergence is studied in this paper. Computer simulations show that the mean square error performance of NLS method can attain the Cramér-Rao lower bound. Moreover, our proposal provides more accurate frequency estimation when compared with the complex least mean square (CLMS) and augmented CLMS.

Sparse-representation algorithms for blind estimation of acoustic-multipath channels.

Acoustic channel estimation is an important problem in various applications. Unlike many existing channel estimation techniques that need known probe or training signals, this paper develops a blind multipath channel identification algorithm. The proposed approach is based on the single-input multiple-output model and exploits the sparse multichannel structure. Three sparse representation algorithms, namely, matching pursuit, orthogonal matching pursuit, and basis pursuit, are applied to the blind sparse identification problem. Compared with the classical least squares approach to blind multichannel estimation, the proposed scheme does not require that the channel order be exactly determined and it is robust to channel order selection. Moreover, the ill-conditioning induced by the large delay spread is overcome by the sparse constraint. Simulation results for deconvolution of both underwater and room acoustic channels confirm the effectiveness of the proposed approach.