System Identification Using Reweighted Zero Attracting Least Absolute Deviation Algorithm

Details System Identification Using Reweighted Zero Attracting Least Absolute Deviation Algorithm System Identification Using Reweighted Zero Attracting Least Absolute Deviation Algorithm

2011-10-13

arxiv.org/abs/1110.2907v1

Computer Science

Systems and Control

Scientific paper

We propose a reweighted zero attracting least absolute deviation algorithm. The reweighted l1 norm penalty on the filter coefficients is incorporated in the least mean absolute deviation (LAD) algorithm to improve the performance of the LAD algorithm. The performance of LAD, zero-attracting LAD (ZA-LAD) and reweighted zero attracting least absolute deviation (RZA-LAD) are evaluated for linear time varying system identification under the non-Gaussian ({\alpha}-stable) noise environments. Effectiveness of the RZA-LAD algorithm is demonstrated through computer simulations.

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