Symmetry · 2021 · 32 citations · 31 references
EngineeringComputer ScienceDynamical SystemsMachine LearningTime Series AnalysisDigital Signal ProcessingDimensionality ReductionParameter EstimationSignal ProcessingState EstimationSystem IdentificationAdaptive FilteringAdaptive FiltersAdaptive System IdentificationFiltersImpulse ResponseImpulse Response EstimationTensor DecompositionsTensor Factorization
Tensor-based signal processing methods are usually employed when dealing with multidimensional data and/or systems with a large parameter space. In this paper, we present a family of tensor-based adaptive filtering algorithms, which are suitable for high-dimension system identification problems. The basic idea is to exploit a decomposition-based approach, such that the global impulse response of the system can be estimated using a combination of shorter adaptive filters. The algorithms are mainly tailored for multiple-input/single-output system identification problems, where the input data and the channels can be grouped in the form of rank-1 tensors. Nevertheless, the approach could be further extended for single-input/single-output system identification scenarios, where the impulse responses (of more general forms) can be modeled as higher-rank tensors. As compared to the conventional adaptive filters, which involve a single (usually long) filter for the estimation of the global impulse response, the tensor-based algorithms achieve faster convergence rate and tracking, while also providing better accuracy of the solution. Simulation results support the theoretical findings and indicate the advantages of the tensor-based algorithms over the conventional ones, in terms of the main performance criteria.
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Tensor Decomposition for Signal Processing and Machine Learning
Nicholas D. Sidiropoulos, Lieven De Lathauwer, Xiao Fu et al. · IEEE Transactions on Signal Processing · 2017 · 1.6K citations · Full text