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Solving linear regression problems based on the total least-squares (TLS) criterion has well-documented merits in various applications, where perturbations appear both in the data vector as well as in the regression matrix. However,…

Information Theory · Computer Science 2011-04-20 Hao Zhu , Geert Leus , Georgios B. Giannakis

Sparse adaptive filtering has gained much attention due to its wide applicability in the field of signal processing. Among the main algorithm families, sparse norm constraint adaptive filters develop rapidly in recent years. However, when…

Systems and Control · Computer Science 2015-09-29 Yong Feng , Fei Chen , Rui Zeng , Jiasong Wu , Huazhong Shu

The goal of this paper is to propose novel strategies for adaptive learning of signals defined over graphs, which are observed over a (randomly time-varying) subset of vertices. We recast two classical adaptive algorithms in the graph…

Machine Learning · Computer Science 2018-08-01 Paolo Di Lorenzo , Paolo Banelli , Elvin Isufi , Sergio Barbarossa , Geert Leus

This paper presents novel adaptive space-time reduced-rank interference suppression least squares algorithms based on joint iterative optimization of parameter vectors. The proposed space-time reduced-rank scheme consists of a joint…

Information Theory · Computer Science 2013-01-15 Rodrigo C. de Lamare , Raimundo Sampaio-Neto

This article proposes novel sparsity-aware space-time adaptive processing (SA-STAP) algorithms with $l_1$-norm regularization for airborne phased-array radar applications. The proposed SA-STAP algorithms suppose that a number of samples of…

Information Theory · Computer Science 2013-04-16 Z. Yang , R. C. de Lamare

Recently, the l0-least mean square (l0-LMS) algorithm has been proposed to identify sparse linear systems by employing a sparsity-promoting continuous function as an approximation of l0 pseudonorm penalty. However, the performance of this…

Information Theory · Computer Science 2016-05-11 Bijit Kumar Das , Mrityunjoy Chakraborty

We present a new algorithm and the corresponding convergence analysis for the regularization of linear inverse problems with sparsity constraints, applied to a new generalized sparsity promoting functional. The algorithm is based on the…

Numerical Analysis · Mathematics 2016-12-30 Sergey Voronin , Ingrid Daubechies

Sparse linear regression, which entails finding a sparse solution to an underdetermined system of linear equations, can formally be expressed as an $l_0$-constrained least-squares problem. The Orthogonal Least-Squares (OLS) algorithm…

Machine Learning · Statistics 2016-08-01 Abolfazl Hashemi , Haris Vikalo

A new reweighted l1-norm penalized least mean square (LMS) algorithm for sparse channel estimation is proposed and studied in this paper. Since standard LMS algorithm does not take into account the sparsity information about the channel…

Information Theory · Computer Science 2014-05-09 Omid Taheri , Sergiy A. Vorobyov

This paper presents a novel projection-based adaptive algorithm for sparse signal and system identification. The sequentially observed data are used to generate an equivalent sequence of closed convex sets, namely hyperslabs. Each hyperslab…

Information Theory · Computer Science 2015-10-28 Yannis Kopsinis , Konstantinos Slavakis , Sergios Theodoridis

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

Machine Learning · Statistics 2012-06-22 Tingni Sun , Cun-Hui Zhang

Traditional recursive least square (RLS) adaptive filtering is widely used to estimate the impulse responses (IR) of an unknown system. Nevertheless, the RLS estimator shows poor performance when tracking rapidly time-varying systems. In…

Signal Processing · Electrical Eng. & Systems 2021-10-25 Mohammad Towliat , Zheng Guo , Leonard J. Cimini , Xiang-Gen Xia , Aijun Song

Accurate channel estimation is essential for broadband wireless communications. As wireless channels often exhibit sparse structure, the adaptive sparse channel estimation algorithms based on normalized least mean square (NLMS) have been…

Information Theory · Computer Science 2013-11-07 Guan Gui , Linglong Dai , Shinya Kumagai , Fumiyuki Adachi

The channel estimation is one of important techniques to ensure reliable broadband signal transmission. Broadband channels are often modeled as a sparse channel. Comparing with traditional dense-assumption based linear channel estimation…

Information Theory · Computer Science 2014-07-24 Guan Gui , Li Xu , Fumiyuki Adachi

This paper introduces two novel approaches for Online Multi-Task Learning (MTL) Regression Problems. We employ a high performance graph-based MTL formulation and develop two alternative recursive versions based on the Weighted Recursive…

Machine Learning · Statistics 2024-03-19 Gabriel R. Lencione , Fernando J. Von Zuben

We propose a version of least-mean-square (LMS) algorithm for sparse system identification. Our algorithm called online linearized Bregman iteration (OLBI) is derived from minimizing the cumulative prediction error squared along with an…

Information Theory · Computer Science 2012-10-03 Tao Hu , Dmitri B. Chklovskii

As one of the recently proposed algorithms for sparse system identification, $l_0$ norm constraint Least Mean Square ($l_0$-LMS) algorithm modifies the cost function of the traditional method with a penalty of tap-weight sparsity. The…

Information Theory · Computer Science 2015-06-04 Guolong Su , Jian Jin , Yuantao Gu , Jian Wang

This work presents a general framework for solving the low rank and/or sparse matrix minimization problems, which may involve multiple non-smooth terms. The Iteratively Reweighted Least Squares (IRLS) method is a fast solver, which smooths…

Machine Learning · Computer Science 2015-06-18 Canyi Lu , Zhouchen Lin , Shuicheng Yan

We propose a new algorithm for the problem of recovering data that adheres to multiple, heterogeneous low-dimensional structures from linear observations. Focusing on data matrices that are simultaneously row-sparse and low-rank, we propose…

Machine Learning · Computer Science 2024-01-19 Christian Kümmerle , Johannes Maly

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

Systems and Control · Computer Science 2016-06-16 Reza Arablouei