System identification problems are always challenging to address in applications that involve long impulse responses, especially in the framework of multichannel systems. In this context, the main goal of this review paper is to promote some recent developments that exploit decomposition-based approaches to multiple-input/single-output (MISO) system identification problems, which can be efficiently solved as combinations of low-dimension solutions. The basic idea is to reformulate such a high-dimension problem in the framework of bilinear forms, and to then take advantage of the Kronecker product decomposition and low-rank approximation of the spatiotemporal impulse response of the system. The validity of this approach is addressed in terms of the celebrated Wiener filter, by developing an iterative version with improved performance features (related to the accuracy and robustness of the solution). Simulation results support the main theoretical findings and indicate the appealing performance of these developments.
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.
Efficiently solving a system identification problem represents an important step in numerous important applications. In this framework, some of the most popular solutions rely on the Wiener filter, which is widely used in practice. Moreover, it also represents a benchmark for other related optimization problems. In this paper, new insights into the regularization of the Wiener filter are provided, which is a must in real-world scenarios. A proper regularization technique is of great importance, especially in challenging conditions, e.g., when operating in noisy environments and/or when only a low quantity of data is available for the estimation of the statistics. Different regularization methods are investigated in this paper, including several new solutions that fit very well for the identification of sparse and low-rank systems. Experimental results support the theoretical developments and indicate the efficiency of the proposed techniques.
The theory of nonlinear systems can currently be encountered in many important fields, while the nonlinear behavior of electronic systems and devices has been studied for a long time. However, a global approach for dealing with nonlinear systems does not exist and the methods to address this problem differ depending on the application and on the types of nonlinearities. An interesting category of nonlinear systems is one that can be regarded as an ensemble of (approximately) linear systems. Some popular examples in this context are nonlinear electronic devices (such as acoustic echo cancellers, which are used in applications for two-party or multi-party voice communications, e.g., videoconferencing), which can be modeled as a cascade of linear and nonlinear systems, similar to the Hammerstein model. Multiple-input/single-output (MISO) systems can also be regarded as separable multilinear systems and be treated using the appropriate methods. The high dimension of the parameter space in such problems can be addressed with methods based on tensor decompositions and modelling. In recent work, we focused on a particular type of multilinear structure—namely the bilinear form (i.e., two-dimensional decompositions)—in the framework of identifying spatiotemporal models. In this paper, we extend the work to the decomposition of more complex systems and we propose an iterative Wiener filter tailored for the identification of trilinear forms (where third-order tensors are involved), which can then be further extended to higher order multilinear structures. In addition, we derive the least-mean-square (LMS) and normalized LMS (NLMS) algorithms tailored for such trilinear forms. Simulations performed in the context of system identification (based on the MISO system approach) indicate the good performance of the proposed solution, as compared to conventional approaches.
High-dimensional system identification problems can be efficiently addressed based on tensor decompositions and modelling. In this paper, we design a recursive least-squares (RLS) algorithm tailored for the identification of trilinear forms, namely RLS-TF. In our framework, the trilinear form is related to the decomposition of a third-order tensor (of rank one). The proposed RLS-TF algorithm acts on the individual components of the global impulse response, thus being efficient in terms of both performance and complexity. Simulation results indicate that the proposed solution outperforms the conventional RLS algorithm (which handles only the global impulse response), but also the previously developed trilinear counterparts based on the least-mean- squares algorithm.
The system identification problem becomes more challenging when the parameter space increases. Recently, several works have focused on the identification of bilinear forms, which are related to the impulse responses of a spatiotemporal model, in the context of a multiple-input/single-output system. In this framework, the problem was addressed in terms of the Wiener filter and different basic adaptive algorithms. This paper studies two types of algorithms tailored for the identification of such bilinear forms, i.e., the Kalman filter (along with its simplified version) and an optimized least-mean-square (LMS) algorithm. Also, a comparison between them is performed, which shows interesting similarities. In addition to the mathematical derivation of the algorithms, we also provide extensive experimental results, which support the theoretical findings and indicate the good performance of the proposed solutions.