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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

To exploit the sparsity of the considered system, the diffusion proportionate-type least mean square (PtLMS) algorithms assign different gains to each tap in the convergence stage while the diffusion sparsity-constrained LMS (ScLMS)…

Information Theory · Computer Science 2017-03-27 Zongsheng Zheng , Zhigang Liu

A novel framework for a unifying treatment of quaternion valued adaptive filtering algorithms is introduced. This is achieved based on a rigorous account of quaternion differentiability, the proposed I-gradient, and the use of augmented…

General Mathematics · Mathematics 2013-10-22 Cyrus Jahanchahi , Danilo P. Mandic

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

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

In real-time applications the characteristics and properties of a signal vary inconsistently. So, to maintain the integrity of such signals there is a need for effective adaptive filters. The conventional Least Mean Squared(LMS) algorithm…

Signal Processing · Electrical Eng. & Systems 2021-12-01 R Sankara Prasad

Most studies of adaptive algorithm behavior consider performance measures based on mean values such as the mean-square error. The derived models are useful for understanding the algorithm behavior under different environments and can be…

Methodology · Statistics 2023-12-04 Marcos H. Maruo , José Carlos M. Bermudez

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

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 distributed adaptive algorithm for estimation of sparse unknown parameters in the presence of nonGaussian noise is proposed in this paper based on normalized least mean fourth (NLMF) criterion. At the first step, local adaptive NLMF…

Information Theory · Computer Science 2015-12-09 Mojtaba Hajiabadi

In this paper, we propose a novel channel estimation algorithm based on the Least Square Estimation (LSE) and Sparse Message Passing algorithm (SMP), which is of special interest for Millimeter Wave (mmWave) systems, since this algorithm…

Information Theory · Computer Science 2016-09-13 Chongwen Huang , Lei Liu , Chau Yuen , Sumei Sun

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

In this paper, we propose an adaptive framework for the variable step size of the fractional least mean square (FLMS) algorithm. The proposed algorithm named the robust variable step size-FLMS (RVSS-FLMS), dynamically updates the step size…

Optimization and Control · Mathematics 2017-11-15 Shujaat Khan , Muhammad Usman , Imran Naseem , Roberto Togneri , Mohammed Bennamoun

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

An adaptive filter is defined as a digital filter that has the capability of self adjusting its transfer function under the control of some optimizing algorithms. Most common optimizing algorithms are Least Mean Square (LMS) and Recursive…

Systems and Control · Computer Science 2017-06-06 Saurabh R. Prasad , Bhalchandra B. Godbole

Markov parameters play a key role in system identification. There exists many algorithms where these parameters are estimated using least-squares in a first, pre-processing, step, including subspace identification and multi-step…

Systems and Control · Electrical Eng. & Systems 2024-05-08 Jiabao He , Cristian R. Rojas , Håkan Hjalmarsson

Quaternion-valued wireless communication systems have been studied in the past. Although progress has been made in this promising area, a crucial missing link is lack of effective and efficient quaternion-valued signal processing algorithms…

Information Theory · Computer Science 2016-11-02 Wei Liu

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

In order to improve the least mean squares (LMS) adaptation algorithm to accommodate the nonlinear transfer function, and to adjust the coefficients of adaptive filter during the actual implement of bias voltage and signal amplitude,…

Signal Processing · Electrical Eng. & Systems 2022-07-26 Zhengyang Zhang

This paper proposes a fast and accurate method for sparse regression in the presence of missing data. The underlying statistical model encapsulates the low-dimensional structure of the incomplete data matrix and the sparsity of the…

Machine Learning · Statistics 2015-03-31 Ravi Ganti , Rebecca M. Willett