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Temporal Difference learning or TD($\lambda$) is a fundamental algorithm in the field of reinforcement learning. However, setting TD's $\lambda$ parameter, which controls the timescale of TD updates, is generally left up to the…
Bearing-only Target Motion Analysis (TMA) is a promising technique for passive tracking in various applications as a bearing angle is easy to measure. Despite its advantages, bearing-only TMA is challenging due to the nonlinearity of the…
We develop a recursive least square (RLS) type algorithm with a minimax concave penalty (MCP) for adaptive identification of a sparse tap-weight vector that represents a communication channel. The proposed algorithm recursively yields its…
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…
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…
In diffusion-based algorithms for adaptive distributed estimation, each node of an adaptive network estimates a target parameter vector by creating an intermediate estimate and then combining the intermediate estimates available within its…
This paper presents four different ways of looking at the well-known Least Squares Temporal Differences (LSTD) algorithm for computing the value function of a Markov Reward Process, each of them leading to different insights: the…
This work develops a robust diffusion recursive least squares algorithm to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. This algorithm minimizes an exponentially weighted…
Distorted sensors could occur randomly and may lead to the breakdown of a sensor array system. We consider an array model within which a small number of sensors are distorted by unknown sensor gain and phase errors. With such an array…
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…
We introduce Decision Tree Decoders (DTDs), which rely only on the sparsity of the binary check matrix, making them broadly applicable for decoding any quantum low-density parity-check (qLDPC) code and fault-tolerant quantum circuits. DTDs…
The diffusion least mean square (DLMS) and the diffusion normalized least mean square (DNLMS) algorithms are analyzed for a network having a fusion center. This structure reduces the dimensionality of the resulting stochastic models while…
In this paper we propose minimum mean squared error (MMSE) iterative successive parallel arbitrated decision feedback (DF) receivers for direct sequence code division multiple access (DS-CDMA) systems. We describe the MMSE design criterion…
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…
We propose a new iteratively reweighted least squares (IRLS) algorithm for the recovery of a matrix $X \in \mathbb{C}^{d_1\times d_2}$ of rank $r \ll\min(d_1,d_2)$ from incomplete linear observations, solving a sequence of low complexity…
This paper proposes a unified sparsity-aware robust recursive least-squares RLS (S-RRLS) algorithm for the identification of sparse systems under impulsive noise. The proposed algorithm generalizes multiple algorithms only by replacing the…
This paper develops an adaptive state tracking control scheme for discrete-time systems, using the least-squares algorithm, as the new solution to the long-standing discrete-time adaptive state tracking control problem to which the Lyapunov…
Total least squares (TLS) is an effective method for solving linear equations with the situations, when noise is not just in observation matrices but also in mapping matrices. Moreover, the Tikhonov regularization is widely used in plenty…
Least Absolute Deviations (LAD) regression provides a robust alternative to ordinary least squares by minimizing the sum of absolute residuals. However, its widespread use has been limited by the computational cost of existing solvers,…
The theories of system identification have been highly elaborated so as to achieve the true system. This paper much discuses regarding the stochastic processes along with the divergent of whether or not the system has zero-mean under…