Tensor-Based Recursive Least-Squares Adaptive Algorithms with Low-Complexity and High Robustness Features

The recently proposed tensor-based recursive least-squares dichotomous coordinate descent algorithm, namely RLS-DCD-T, was designed for the identification of multilinear forms. In this context, a high-dimensional system identification problem can be efficiently addressed (gaining in terms of both performance and complexity), based on tensor decomposition and modeling. In this paper, following the framework of the RLS-DCD-T, we propose a regularized version of this algorithm, where the regularization terms are incorporated within the cost functions. Furthermore, the optimal regularization parameters are derived, aiming to attenuate the effects of the system noise. Simulation results support the performance features of the proposed algorithm, especially in terms of its robustness in noisy environments.

Low-Complexity Recursive Least-Squares Adaptive Algorithm Based on Tensorial Forms

Modern solutions for system identification problems employ multilinear forms, which are based on multiple-order tensor decomposition (of rank one). Recently, such a solution was introduced based on the recursive least-squares (RLS) algorithm. Despite their potential for adaptive systems, the classical RLS methods require a prohibitive amount of arithmetic resources and are sometimes prone to numerical stability issues. This paper proposes a new algorithm for multiple-input/single-output (MISO) system identification based on the combination between the exponentially weighted RLS algorithm and the dichotomous descent iterations in order to implement a low-complexity stable solution with performance similar to the classical RLS methods.

Geometry of multilinear forms on l_1

We characterize extreme, exposed and smooth points in the Banach space L(nE) of continuous n-linear forms on E, and in its subspace Ls(nE) of symmetric n-linear forms on E when E = l1 and E = l1m for n,m ∈ N with n,m ≥ 2 .

A Kalman Filter for Multilinear Forms and Its Connection with Tensorial Adaptive Filters

The Kalman filter represents a very popular signal processing tool, with a wide range of applications within many fields. Following a Bayesian framework, the Kalman filter recursively provides an optimal estimate of a set of unknown variables based on a set of noisy observations. Therefore, it fits system identification problems very well. Nevertheless, such scenarios become more challenging (in terms of the convergence and accuracy of the solution) when the parameter space becomes larger. In this context, the identification of linearly separable systems can be efficiently addressed by exploiting tensor-based decomposition techniques. Such multilinear forms can be modeled as rank-1 tensors, while the final solution is obtained by solving and combining low-dimension system identification problems related to the individual components of the tensor. Recently, the identification of multilinear forms was addressed based on the Wiener filter and most well-known adaptive algorithms. In this work, we propose a tensorial Kalman filter tailored to the identification of multilinear forms. Furthermore, we also show the connection between the proposed algorithm and other tensor-based adaptive filters. Simulation results support the theoretical findings and show the appealing performance features of the proposed Kalman filter for multilinear forms.