Selection of Regularization Parameter at the Affine Projection Algorithm

This is a discussion on Selection of Regularization Parameter at the Affine Projection Algorithm within the DSP forums in Other Technologies category; Hello dsp fellows, i want to select a regularization parameter 'delta' in order to implement the R-APA (regularized-affine projection algorithm). w(i) = w(i-1) + step*Ui'*inv[UiUi'+delta*I]ei How can i select 'delta'? Must the value of the parameter be related to the values of the elements of the matrix? If yes, in which way? Any empirical rules? N....

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Old 08-26-2008, 09:51 AM
namlak
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Default Selection of Regularization Parameter at the Affine Projection Algorithm

Hello dsp fellows,

i want to select a regularization parameter 'delta' in order to implement
the R-APA (regularized-affine projection algorithm).

w(i) = w(i-1) + step*Ui'*inv[UiUi'+delta*I]ei

How can i select 'delta'? Must the value of the parameter be related to
the values of the elements of the matrix? If yes, in which way? Any
empirical rules?


N.


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