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We analyze an Iteratively Re-weighted Least Squares (IRLS) algorithm for promoting l1-minimization in sparse and compressible vector recovery. We prove its convergence and we estimate its local rate. We show how the algorithm can be…

Numerical Analysis · Mathematics 2008-07-04 Ingrid Daubechies , Ronald DeVore , Massimo Fornasier , C. Sinan Gunturk

The massive scale of pretrained models has made efficient compression essential for practical deployment. Low-rank decomposition based on the singular value decomposition (SVD) provides a principled approach for model reduction, but its…

Machine Learning · Computer Science 2026-04-06 Farhad Pourkamali-Anaraki

The classical iteratively reweighted least-squares (IRLS) algorithm aims to recover an unknown signal from linear measurements by performing a sequence of weighted least squares problems, where the weights are recursively updated at each…

Machine Learning · Statistics 2024-06-06 Chiraag Kaushik , Justin Romberg , Vidya Muthukumar

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

The low multilinear rank approximation, also known as the truncated Tucker decomposition, has been extensively utilized in many applications that involve higher-order tensors. Popular methods for low multilinear rank approximation usually…

Numerical Analysis · Mathematics 2021-04-05 Chuanfu Xiao , Chao Yang , Min Li

In this work we present a novel optimization strategy for image reconstruction tasks under analysis-based image regularization, which promotes sparse and/or low-rank solutions in some learned transform domain. We parameterize such…

Computer Vision and Pattern Recognition · Computer Science 2023-08-11 Iaroslav Koshelev , Stamatios Lefkimmiatis

A new algorithm for 3D localization in multiplatform radar networks, comprising one transmitter and multiple receivers, is proposed. To take advantage of the monostatic sensor radiation pattern features, ad-hoc constraints are imposed in…

Signal Processing · Electrical Eng. & Systems 2022-04-06 Augusto Aubry , Paolo Braca , Antonio De Maio , Angela Marino

This paper studies the subspace segmentation problem which aims to segment data drawn from a union of multiple linear subspaces. Recent works by using sparse representation, low rank representation and their extensions attract much…

Computer Vision and Pattern Recognition · Computer Science 2014-04-29 Can-Yi Lu , Hai Min , Zhong-Qiu Zhao , Lin Zhu , De-Shuang Huang , Shuicheng Yan

Performance analysis of $l_0$ norm constrained Recursive least Squares (RLS) algorithm is attempted in this paper. Though the performance pretty attractive compared to its various alternatives, no thorough study of theoretical analysis has…

Information Theory · Computer Science 2016-02-11 Samrat Mukhopadhyay , Bijit Kumar Das , Mrityunjoy Chakraborty

In this paper, we propose a novel algorithm for analysis-based sparsity reconstruction. It can solve the generalized problem by structured sparsity regularization with an orthogonal basis and total variation regularization. The proposed…

Computer Vision and Pattern Recognition · Computer Science 2015-04-29 Chen Chen , Junzhou Huang , Lei He , Hongsheng Li

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

The recursive least-squares (RLS) algorithm is one of the most well-known algorithms used in adaptive filtering, system identification and adaptive control. Its popularity is mainly due to its fast convergence speed, which is considered to…

Machine Learning · Computer Science 2011-06-06 H. He , D. Hu , X. Xu

The deluge of networked data motivates the development of algorithms for computation- and communication-efficient information processing. In this context, three data-adaptive censoring strategies are introduced to considerably reduce the…

Systems and Control · Computer Science 2018-01-16 Zifeng Wang , Zheng Yu , Qing Ling , Dimitris Berberidis , Georgios B. Giannakis

We address the problem of sparse recovery in an online setting, where random linear measurements of a sparse signal are revealed sequentially and the objective is to recover the underlying signal. We propose a reweighted least squares (RLS)…

Machine Learning · Computer Science 2017-06-30 Subhadip Mukherjee , Deepak R. , Huaijin Chen , Ashok Veeraraghavan , Chandra Sekhar Seelamantula

A reduced-rank framework with set-membership filtering (SMF) techniques is presented for adaptive beamforming problems encountered in radar systems. We develop and analyze stochastic gradient (SG) and recursive least squares (RLS)-type…

Information Theory · Computer Science 2013-02-05 L. Wang , R. C. de Lamare

We present and analyze an efficient implementation of an iteratively reweighted least squares algorithm for recovering a matrix from a small number of linear measurements. The algorithm is designed for the simultaneous promotion of both a…

Numerical Analysis · Mathematics 2011-07-19 Massimo Fornasier , Holger Rauhut , Rachel Ward

In this paper, we study the distributed adaptive estimation problem of continuous-time stochastic dynamic systems over sensor networks where each agent can only communicate with its local neighbors. A distributed least squares (LS)…

Systems and Control · Electrical Eng. & Systems 2023-09-07 Xinghua Zhu , Zhixin Liu

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

Least squares (LS) fitting is one of the most fundamental techniques in science and engineering. It is used to estimate parameters from multiple noisy observations. In many problems the parameters are known a-priori to be bounded integer…

Information Theory · Computer Science 2009-01-05 Amir Leshem , Jacob Goldberger

This work proposes a windowed least-squares (WLS) approach for model-reduction of dynamical systems. The proposed approach sequentially minimizes the time-continuous full-order-model residual within a low-dimensional space-time trial…

Numerical Analysis · Mathematics 2019-10-28 Eric J. Parish , Kevin T. Carlberg