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Invariable step size based least-mean-square error (ISS-LMS) was considered as a very simple adaptive filtering algorithm and hence it has been widely utilized in many applications, such as adaptive channel estimation. It is well known that…

Information Theory · Computer Science 2015-01-29 Beiyi Liu , Guan Gui , Li Xu , Nobuhiro Shimoi

The recursive least-squares (RLS) algorithm has well-documented merits for reducing complexity and storage requirements, when it comes to online estimation of stationary signals as well as for tracking slowly-varying nonstationary…

Networking and Internet Architecture · Computer Science 2013-10-01 Gonzalo Mateos , Georgios B. Giannakis

The least-mean-squares (LMS) algorithm is the most popular algorithm in adaptive filtering. Several variable step-size strategies have been suggested to improve the performance of the LMS algorithm. These strategies enhance the performance…

Data Structures and Algorithms · Computer Science 2017-03-22 Muhammad Omer Bin Saeed

Some system identification problems impose nonnegativity constraints on the parameters to estimate due to inherent physical characteristics of the unknown system. The nonnegative least-mean-square (NNLMS) algorithm and its variants allow to…

Numerical Analysis · Computer Science 2015-08-25 Jingen Ni , Jian Yang , Jie Chen , Cédric Richard , José Carlos M. Bermudez

We study the effect of fading in the communication channels between sensor nodes on the performance of the incremental least mean square (ILMS) algorithm, and derive steady state performance metrics, including the mean-square deviation…

Information Theory · Computer Science 2015-09-10 Azam Khalili , Amir Rastegarnia

This article presents the formulation and steady-state analysis of the distributed estimation algorithms based on the diffusion cooperation scheme in the presence of errors due to the unreliable data transfer among nodes. In particular, we…

Systems and Control · Computer Science 2013-10-29 Saeed Ghazanfari-Rad , Fabrice Labeau

The least trimmed squares (LTS) is a reasonable formulation of robust regression whereas it suffers from high computational cost due to the nonconvexity and nonsmoothness of its objective function. The most frequently used FAST-LTS…

Computation · Statistics 2024-10-08 Shotaro Yagishita

We study the problem of distributed adaptive estimation over networks where nodes cooperate to estimate physical parameters that can vary over both space and time domains. We use a set of basis functions to characterize the space-varying…

Systems and Control · Computer Science 2015-07-22 Reza Abdolee , Benoit Champagne , Ali H. Sayed

Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…

Statistics Theory · Mathematics 2018-10-16 Michael Krikheli , Amir Leshem

In this paper, we propose a new greedy algorithm for sparse approximation, called SLS for Single L_1 Selection. SLS essentially consists of a greedy forward strategy, where the selection rule of a new component at each iteration is based on…

Optimization and Control · Mathematics 2021-02-12 Ramzi Ben Mhenni , Sébastien Bourguignon , Jérôme Idier

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

Most detection algorithms in spatial modulation (SM) are formulated as linear regression via the regularized least-squares (RLS) method. In this method, the transmit signal is estimated by minimizing the residual sum of squares penalized…

Information Theory · Computer Science 2019-05-15 Ali Bereyhi , Saba Asaad , Bernhard Gäde , Ralf R. Müller

We propose a block least mean square (LMS) algorithm to monitor the longitudinal power profile of a fiber-optic link through receiver-based digital data from a coherent detector. Compared to the benchmark least squares (LS) method, the…

Signal Processing · Electrical Eng. & Systems 2026-03-03 Paolo Serena , Chiara Lasagni , Alberto Bononi , Fabien Boitier , Joana Girard-Jollet

The aim of this paper is to propose a least mean squares (LMS) strategy for adaptive estimation of signals defined over graphs. Assuming the graph signal to be band-limited, over a known bandwidth, the method enables reconstruction, with…

Machine Learning · Computer Science 2016-11-17 Paolo Di Lorenzo , Sergio Barbarossa , Paolo Banelli , Stefania Sardellitti

We develop a Recursive $\mathcal{L}_1$-Regularized Least Squares (SPARLS) algorithm for the estimation of a sparse tap-weight vector in the adaptive filtering setting. The SPARLS algorithm exploits noisy observations of the tap-weight…

Information Theory · Computer Science 2009-01-08 Behtash Babadi , Nicholas Kalouptsidis , Vahid Tarokh

We analyze the performance of a linear-equality-constrained least-squares (CLS) algorithm and its relaxed version, called rCLS, that is obtained via the method of weighting. The rCLS algorithm solves an unconstrained least-squares problem…

Performance · Computer Science 2023-07-19 Reza Arablouei , Kutluyıl Doğançay

This paper addresses identification of sparse linear and noise-driven continuous-time state-space systems, i.e., the right-hand sides in the dynamical equations depend only on a subset of the states. The key assumption in this study, is…

Systems and Control · Computer Science 2018-04-18 Zuogong Yue , Johan Thunberg , Lennart Ljung , Jorge Goncalves

Non-negative least-mean-square (NNLMS) algorithm and its variants have been proposed for online estimation under non-negativity constraints. The transient behavior of the NNLMS, Normalized NNLMS, Exponential NNLMS and Sign-Sign NNLMS…

Machine Learning · Computer Science 2015-06-18 Jie Chen , José Carlos M. Bermudez , Cédric Richard

This letter proposes a novel sparsity-aware adaptive filtering scheme and algorithms based on an alternating optimization strategy with shrinkage. The proposed scheme employs a two-stage structure that consists of an alternating…

Systems and Control · Computer Science 2023-07-19 Rodrigo C. de Lamare , Raimundo Sampaio-Neto

In this work, we propose two low-complexity set-membership normalized least-mean-square (LCSM-NLMS1 and LCSM-NLMS2) algorithms to exploit the sparsity of an unknown system. For this purpose, in the LCSM-NLMS1 algorithm, we employ a function…

Signal Processing · Electrical Eng. & Systems 2020-07-14 Javad Sharafi , Mohsen Mehrali-Varjani