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This paper introduces a novel constraint adaptive filtering algorithm based on a relative logarithmic cost function which is termed as Constrained Least Mean Logarithmic Square (CLMLS). The proposed CLMLS algorithm elegantly adjusts the…

Systems and Control · Computer Science 2018-01-22 Vinay Chakravarthi Gogineni , Subrahmanyam Mula

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

A new sparse signal recovery algorithm for multiple-measurement vectors (MMV) problem is proposed in this paper. The sparse representation is iteratively drawn based on the idea of zero-point attracting projection (ZAP). In each iteration,…

Information Theory · Computer Science 2015-03-20 Yang You , Laming Chen , Yuantao Gu , Wei Feng , Hui Dai

This paper considers the distributed sparse identification problem over wireless sensor networks such that all sensors cooperatively estimate the unknown sparse parameter vector of stochastic dynamic systems by using the local information…

Systems and Control · Electrical Eng. & Systems 2022-03-08 Die Gan , Zhixin Liu

A general representation of the quaternion gradients presented in the literature is proposed, and an universal update equation for QLMS-like algorithms is obtained. The general update law is used to study the convergence of widely linear…

Optimization and Control · Mathematics 2014-10-13 Fernando G. Almeida Neto , Vítor H. Nascimento

The recovery of sparse data is at the core of many applications in machine learning and signal processing. While such problems can be tackled using $\ell_1$-regularization as in the LASSO estimator and in the Basis Pursuit approach,…

Optimization and Control · Mathematics 2021-11-15 Christian Kümmerle , Claudio Mayrink Verdun , Dominik Stöger

Sparse model estimation is a topic of high importance in modern data analysis due to the increasing availability of data sets with a large number of variables. Another common problem in applied statistics is the presence of outliers in the…

Applications · Statistics 2025-02-03 Andreas Alfons , Christophe Croux , Sarah Gelper

In this paper, we propose a Sparse Low-rank Quaternion Approximation (SLRQA) model for color image processing problems with noisy observations. %Different from the existing color image processing models, The proposed SLRQA is a quaternion…

Optimization and Control · Mathematics 2025-02-11 Zhanwang Deng , Yuqiu Su , Wen Huang

Focusing on identification, this paper develops techniques to reconstruct zero and nonzero elements of a sparse parameter vector of a stochastic dynamic system under feedback control, for which the current input may depend on the past…

Systems and Control · Electrical Eng. & Systems 2019-09-04 Wenxiao Zhao , George G. Yin , Er-Wei Bai

In this paper, we study the system identification problem for sparse linear time-invariant systems. We propose a sparsity promoting block-regularized estimator to identify the dynamics of the system with only a limited number of input-state…

Systems and Control · Computer Science 2018-08-28 Salar Fattahi , Somayeh Sojoudi

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

This paper investigates system identification problems with Gaussian inputs and quantized observations under fixed thresholds. By reinterpreting the nonlinear effects induced by quantization as the product of the unknown parameter and an…

Optimization and Control · Mathematics 2025-10-20 Xingrui Liu , Ying Wang , Yanlong Zhao

Logistic regression, the Support Vector Machine (SVM), and least squares are well-studied methods in the statistical and computer science community, with various practical applications. High-dimensional data arriving on a real-time basis…

Machine Learning · Computer Science 2024-11-07 Debbie Lim , Yixian Qiu , Patrick Rebentrost , Qisheng Wang

Channel estimation problem is one of the key technical issues in time-variant multiple-input single-output (MSIO) communication systems. To estimate the MISO channel, least mean square (LMS) algorithm is applied to adaptive channel…

Information Theory · Computer Science 2013-02-07 Guan Gui , Wei Peng , Abolfazl Mehbodniya , Fumiyuki Adachi

We introduce a novel optimization algorithm for image recovery under learned sparse and low-rank constraints, which we parameterize as weighted extensions of the $\ell_p^p$-vector and $\mathcal S_p^p$ Schatten-matrix quasi-norms for…

Computer Vision and Pattern Recognition · Computer Science 2023-04-21 Stamatios Lefkimmiatis , Iaroslav Koshelev

The maximum correntropy criterion (MCC) has been employed to design outlier-robust adaptive filtering algorithms, among which the recursive MCC (RMCC) algorithm is a typical one. Motivated by the success of our recently proposed…

Signal Processing · Electrical Eng. & Systems 2023-10-10 Zhen Qin , Jun Tao , Le Yang , Ming Jiang

An interference-normalised least mean square (INLMS) algorithm for robust adaptive filtering is proposed. The INLMS algorithm extends the gradient-adaptive learning rate approach to the case where the signals are non-stationary. In…

Systems and Control · Computer Science 2016-02-29 Jean-Marc Valin , Iain B. Collings

We propose an iterative channel estimation algorithm based on the Least Square Estimation (LSE) and Sparse Message Passing (SMP) algorithm for the Millimeter Wave (mmWave) MIMO systems. The channel coefficients of the mmWave MIMO are…

Information Theory · Computer Science 2022-06-23 Chongwen Huang , Lei Liu , Chau Yuen , Sumei Sun

It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained L1 minimization. In this paper, we…

Methodology · Statistics 2007-11-13 Emmanuel J. Candes , Michael B. Wakin , Stephen P. Boyd

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