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Least squares approximation is a technique to find an approximate solution to a system of linear equations that has no exact solution. In a typical setting, one lets $n$ be the number of constraints and $d$ be the number of variables, with…

Data Structures and Algorithms · Computer Science 2010-09-28 Petros Drineas , Michael W. Mahoney , S. Muthukrishnan , Tamas Sarlos

In recent work, we studied the problem of causally reconstructing time sequences of spatially sparse signals, with unknown and slow time-varying sparsity patterns, from a limited number of linear "incoherent" measurements. We proposed a…

Information Theory · Computer Science 2016-11-17 Namrata Vaswani

Networked systems usually face different random uncertainties that make the performance of the least-squares (LS) linear filter decline significantly. For this reason, great attention has been paid to the search for other kinds of…

Systems and Control · Electrical Eng. & Systems 2024-08-26 Raquel Caballero-Águila , Josefa Linares-Pérez

We introduce a two step algorithm with theoretical guarantees to recover a jointly sparse and low-rank matrix from undersampled measurements of its columns. The algorithm first estimates the row subspace of the matrix using a set of common…

Machine Learning · Statistics 2015-06-03 Sampurna Biswas , Sunrita Poddar , Soura Dasgupta , Raghuraman Mudumbai , Mathews Jacob

The least square solution of minimum norm of a rectangular linear system of equations can be found out iteratively by using matrix splittings. However, the convergence of such an iteration scheme arising out of a matrix splitting is…

Numerical Analysis · Mathematics 2025-08-07 Chinmay Kumar Giri , Debasisha Mishra

The design of digital filters is a fundamental process in the context of digital signal processing. The purpose of this paper is to study the use of $\lp$ norms (for $2 < p < \infty$) as design criteria for digital filters, and to introduce…

Information Theory · Computer Science 2012-07-20 Ricardo A. Vargas , C. Sidney Burrus

Rational filter functions can be used to improve convergence of contour-based eigensolvers, a popular family of algorithms for the solution of the interior eigenvalue problem. We present a framework for the optimization of rational filters…

Computational Engineering, Finance, and Science · Computer Science 2017-05-01 Jan Winkelmann , Edoardo Di Napoli

A distributed discrete-time algorithm is proposed for multi-agent networks to achieve a common least squares solution of a group of linear equations, in which each agent only knows some of the equations and is only able to receive…

Systems and Control · Computer Science 2017-10-02 Xuan Wang , Jingqiu Zhou , Shaoshuai Mou , Martin J. Corless

A data filtering method for cluster analysis is proposed, based on minimizing a least squares function with a weighted $\ell_0$-norm penalty. To overcome the discontinuity of the objective function, smooth non-convex functions are employed…

Optimization and Control · Mathematics 2017-05-23 Andrea Cristofari

We propose an efficient online dictionary learning algorithm for kernel-based sparse representations. In this framework, input signals are nonlinearly mapped to a high-dimensional feature space and represented sparsely using a virtual…

Machine Learning · Computer Science 2025-07-03 Ghasem Alipoor , Karl Skretting

We propose a Bayesian nonparametric method for low-pass filtering that can naturally handle unevenly-sampled and noise-corrupted observations. The proposed model is constructed as a latent-factor model for time series, where the latent…

Machine Learning · Statistics 2019-02-12 Cristobal Valenzuela , Felipe Tobar

This paper investigates the optimality analysis of the recursive least-squares (RLS) algorithm for autoregressive systems with exogenous inputs (ARX systems). A key challenge in analyzing is managing the potential unboundedness of the…

Optimization and Control · Mathematics 2025-05-27 Xingrui Liu , Jieming Ke , Yanlong Zhao

This work proposes lossless and near-lossless compression algorithms for multi-channel biomedical signals. The algorithms are sequential and efficient, which makes them suitable for low-latency and low-power signal transmission…

Information Theory · Computer Science 2016-05-17 Ignacio Capurro , Federico Lecumberry , Álvaro Martín , Ignacio Ramírez , Eugenio Rovira , Gadiel Seroussi

Synthesis of reversible logic circuits has gained great atten- tion during the last decade. Various synthesis techniques have been pro- posed, some generate optimal solutions (in gate count) and are termed as exact, while others are…

Emerging Technologies · Computer Science 2017-02-27 Rajarshi Ray , Arup Deka , Kamalika Datta

This article describes a series of new results outlining equivalences between certain "rewirings" of filterbank system block diagrams, and the corresponding actions of convolution, modulation, and downsampling operators. This gives rise to…

Information Theory · Computer Science 2012-10-15 Keigo Hirakawa , Patrick J. Wolfe

Many signal and image processing applications have benefited remarkably from the fact that the underlying signals reside in a low dimensional subspace. One of the main models for such a low dimensionality is the sparsity one. Within this…

Information Theory · Computer Science 2015-03-25 Raja Giryes

Mini-batch optimization has proven to be a powerful paradigm for large-scale learning. However, the state of the art parallel mini-batch algorithms assume synchronous operation or cyclic update orders. When worker nodes are heterogeneous…

Optimization and Control · Mathematics 2015-05-20 Hamid Reza Feyzmahdavian , Arda Aytekin , Mikael Johansson

We consider the problem of approximating optimal in the Minimum Mean Squared Error (MMSE) sense nonlinear filters in a discrete time setting, exploiting properties of stochastically convergent state process approximations. More…

Statistics Theory · Mathematics 2016-11-15 Dionysios S. Kalogerias , Athina P. Petropulu

This paper provides examples of various synchronous and asynchronous signal processing systems for performing optimization, utilizing the framework and elements developed in a preceding paper. The general strategy in that paper was to…

Optimization and Control · Mathematics 2015-09-16 Thomas A. Baran , Tarek A. Lahlou

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…

Numerical Analysis · Mathematics 2018-02-28 Christian Kümmerle , Juliane Sigl