Dynamic RLS-DCD for Sparse System Identification
Qing Hua Xia, Yun Lin, Hui Luo · Applied Mechanics and Materials · 2014
In this passage we propose a computationally efficient adaptive filtering algorithm for sparse system identification.The algorithm is based on dichotomous coordinate descent iterations, reweighting iterations,iterative support detection.In order to reduce the complexity we try to discuss in the support.we suppose the support is partial,and partly erroneous.Then we can use the iterative support detection to solve the problem.Numerical examples show that the proposed method achieves an identification performance better than that of advanced sparse adaptive filters (l1-RLS,l0-RLS) and its performance is close to the oracle performance.