Kronecker 乘积 MMSE 滤波器的自动正则化
Automatic regularization for Kronecker product MMSE filters
Daniel Gomes de Pinho Zanco, Leszek Szczecinski, Jacob Benesty, Eduardo Vinicius Kuhn
AI 速读 基于摘要
作者提出用近似留一交叉验证（ALO）指标自动确定基于 Kronecker 乘积表示的低秩 MMSE 滤波器的正则化参数。
cs.LG
查看原文摘要
In this work, we propose a method to automatically find the regularization parameter for low-rank MMSE filters based on a Kronecker-product representation, using an approximate leave-one-out (ALO) cross-validation metric. We formulate the problem in a constrained form that covers both error minimization and interference suppression, and explore the link between regularization and rank selection. The proposed method is validated on system identification and antenna beamforming problems, showing significant gains over commonly used methods.