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A distributed adaptive algorithm is proposed to solve a node-specific parameter estimation problem where nodes are interested in estimating parameters of local interest and parameters of global interest to the whole network. To address the…

Systems and Control · Computer Science 2014-07-02 Nikola Bogdanović , Jorge Plata-Chaves , Kostas Berberidis

In modern data analysis, random sampling is an efficient and widely-used strategy to overcome the computational difficulties brought by large sample size. In previous studies, researchers conducted random sampling which is according to the…

Machine Learning · Statistics 2018-03-05 Rong Zhu

Least mean square (LMS) type adaptive algorithms have attracted much attention due to their low computational complexity. In the scenarios of sparse channel estimation, zero-attracting LMS (ZA-LMS), reweighted ZA-LMS (RZA-LMS) and…

Systems and Control · Computer Science 2015-04-14 Beiyi Liu , Guan Gui , Li Xu

This work develops robust diffusion recursive least squares algorithms to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. The first algorithm minimizes an exponentially…

Machine Learning · Computer Science 2019-02-05 Y. Yu , H. Zhao , R. C. de Lamare , Y. Zakharov , L. Lu

We study the performance of centralized least mean-squares (CLMS) algorithms in wireless sensor networks where nodes transmit their data over fading channels to a central processing unit (e.g., fusion center or cluster head), for parameter…

Systems and Control · Computer Science 2016-11-18 Reza Abdolee , Benoit Champagne

Regression analysis is an important instrument to determine the effect of the explanatory variables on response variables. When outliers and bias errors are present, the standard weighted least squares estimator may perform poorly. For this…

Computation · Statistics 2025-02-11 Justo Puerto , Alberto Torrejon

Shape-constrained convex regression problem deals with fitting a convex function to the observed data, where additional constraints are imposed, such as component-wise monotonicity and uniform Lipschitz continuity. This paper provides a…

Optimization and Control · Mathematics 2020-02-27 Meixia Lin , Defeng Sun , Kim-Chuan Toh

This paper presents adaptive bidirectional minimum mean-square error (MMSE) parameter estimation algorithms for fast-fading channels. The time correlation between successive channel gains is exploited to improve the estimation and tracking…

Information Theory · Computer Science 2013-06-12 Patrick Clarke , Rodrigo C. de Lamare

The robustness of the kernel recursive least square (KRLS) algorithm has recently been improved by combining them with more robust information-theoretic learning criteria, such as minimum error entropy (MEE) and generalized MEE (GMEE),…

Information Theory · Computer Science 2023-09-07 Jiacheng He , Gang Wang , Kun Zhang , Shan Zhong , Bei Peng

In this paper, we present perturbation analysis and randomized algorithms for the total least squares (TLS) problems. We derive the perturbation bound and check its sharpness by numerical experiments. Motivated by the recently popular…

Numerical Analysis · Mathematics 2014-11-12 Pengpeng Xie , Yimin Wei , Hua Xiang

Adaptive filters are applied in several electronic and communication devices like smartphones, advanced headphones, DSP chips, smart antenna, and teleconference systems. Also, they have application in many areas such as system…

Signal Processing · Electrical Eng. & Systems 2019-09-10 Hamed Yazdanpanah

In this note a new high performance least squares parameter estimator is proposed. The main features of the estimator are: (i) global exponential convergence is guaranteed for all identifiable linear regression equations; (ii) it…

Dynamical Systems · Mathematics 2022-05-03 Romeo Ortega , Jose Guadalupe Romero , Stanislav Aranovskiy

In this paper, we propose a novel leaky least mean square (leaky LMS, LLMS) algorithm which employs a p-norm-like constraint to force the solution to be sparse in the application of system identification. As an extension of the LMS…

Systems and Control · Computer Science 2015-03-06 Yong Feng , Rui Zeng , Jiasong Wu

The learning speed of an adaptive algorithm can be improved by properly constraining the cost function of the adaptive algorithm. Besides, the stabilization of the NCLMF algorithm is more complicated, whose stability depends solely on the…

Systems and Control · Computer Science 2018-05-04 Sihai Guan , Zhi Li

This paper studies adaptive least-squares finite element methods for convection-dominated diffusion-reaction problems. The least-squares methods are based on the first-order system of the primal and dual variables with various ways of…

Numerical Analysis · Mathematics 2023-01-30 Zhiqiang Cai , Binghe Chen , Jing Yang

In the famous least sum of trimmed squares (LTS) of residuals estimator (Rousseeuw (1984)), residuals are first squared and then trimmed. In this article, we first trim residuals - using a depth trimming scheme - and then square the rest of…

Methodology · Statistics 2022-11-28 Yijun Zuo

We derive fundamental limitations on the performances of intrinsic averaging algorithms in open multi-agent systems, which are systems subject to random arrivals and departures of agents. Each agent holds a value, and their goal is to…

Multiagent Systems · Computer Science 2019-09-12 Charles Monnoyer de Galland , Julien M. Hendrickx

When the input signal is correlated input signals, and the input and output signal is contaminated by Gaussian noise, the total least squares normalized subband adaptive filter (TLS-NSAF) algorithm shows good performance. However, when it…

Signal Processing · Electrical Eng. & Systems 2023-07-21 Haiquan Zhao , Zian Cao , Yida Chen

Multichannel filtered reference least mean square (McFxLMS) algorithms are widely utilized in adaptive multichannel active noise control (MCANC) applications. As a critical and high-computationally efficient adaptive critical algorithm, it…

Signal Processing · Electrical Eng. & Systems 2024-02-17 Boxiang Wang

In this paper, we propose two novel p-norm penalty least mean square (Lp-LMS) algorithms as supplements of the conventional Lp-LMS algorithm established for sparse adaptive filtering recently. A gradient comparator is employed to…

Systems and Control · Computer Science 2015-03-11 Yong Feng , Jiasong Wu , Rui Zeng , Limin Luo , Huazhong Shu
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