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Stochastic models that predict adaptive filtering algorithms performance usually employ several assumptions in order to simplify the analysis. Although these simplifications facilitate the recursive update of the statistical quantities of…

Signal Processing · Electrical Eng. & Systems 2018-10-31 Pedro Lara , Luís D. T. J. Tarrataca , Diego B. Haddad

The approximation of tensors has important applications in various disciplines, but it remains an extremely challenging task. It is well known that tensors of higher order can fail to have best low-rank approximations, but with an important…

Numerical Analysis · Mathematics 2015-03-19 Mike Espig , Aram Khachatryan

Constant gain least-mean-squares (LMS) algorithms have a wide range of applications in trajectory tracking problems, but the formal convergence of LMS in mean square is not yet fully established. This work provides an upper bound on the…

Signal Processing · Electrical Eng. & Systems 2024-01-23 Chang Liu , Antwan D. Clark

In this paper, we present a diffusion multi-rate least-mean-square (LMS) algorithm, named DMLMS, which is an effective solution for distributed estimation when two or more observation sequences are available with different sampling rates.…

Systems and Control · Computer Science 2020-03-31 Lu Lu , Xiaomin Yang , Rongzhu Zhang

A wider selection of step sizes is explored for the distributed subgradient algorithm for multi-agent optimization problems, for both time-invariant and time-varying communication topologies. The square summable requirement of the step…

Optimization and Control · Mathematics 2016-02-02 Peng Wang , Wei Ren

Subspace identification methods (SIMs) have proven very powerful for estimating linear state-space models. To overcome the deficiencies of classical SIMs, a significant number of algorithms has appeared over the last two decades, where most…

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

Presented is a new algorithm for estimating the frequency of a single-tone noisy signal using linear least squares (LLS). Frequency estimation is a nonlinear problem, and typically, methods such as Nonlinear Least Squares (NLS) (batch) or a…

Signal Processing · Electrical Eng. & Systems 2019-04-17 Solomon Davis , Izhak Bucher

In this article, we derive a new stepsize adaptation for the normalized least mean square algorithm (NLMS) by describing the task of linear acoustic echo cancellation from a Bayesian network perspective. Similar to the well-known Kalman…

Machine Learning · Statistics 2023-07-19 Christian Huemmer , Roland Maas , Walter Kellermann

A reduced-rank framework with set-membership filtering (SMF) techniques is presented for adaptive beamforming problems encountered in radar systems. We develop and analyze stochastic gradient (SG) and recursive least squares (RLS)-type…

Information Theory · Computer Science 2013-02-05 L. Wang , R. C. de Lamare

We present a novel iterative algorithm for approximating the linear least squares solution with low complexity. After a motivation of the algorithm we discuss the algorithm's properties including its complexity, and we present theoretical…

Data Structures and Algorithms · Computer Science 2016-11-15 Michael Lunglmayr , Christoph Unterrieder , Mario Huemer

Total least squares (TLS) methods have been widely used in data fitting. Compared with the least squares method, for TLS problem we takes into account not only the observation errors, but also the errors in the measurement matrix. This is…

Numerical Analysis · Mathematics 2022-05-03 Qian Zuo , Yimin Wei , Hua Xiang

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

We present a unified large system analysis of linear receivers for a class of random matrix channels. The technique unifies the analysis of both the minimum-mean-squared-error (MMSE) receiver and the adaptive least-squares (ALS) receiver,…

Information Theory · Computer Science 2009-09-29 Matthew J. M. Peacock , Iain B. Collings , Michael L. Honig

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

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…

Systems and Control · Computer Science 2013-10-29 Saeed Ghazanfari-Rad , Fabrice Labeau

Wave equation techniques have been an integral part of geophysical imaging workflows to investigate the Earth's subsurface. Least-squares reverse time migration (LSRTM) is a linearized inversion problem that iteratively minimizes a misfit…

Computational Physics · Physics 2019-12-11 Janaki Vamaraju , Jeremy Vila , Mauricio Araya-Polo , Debanjan Datta , Mohamed Sidahmed , Mrinal Sen

Recent development on mixed precision techniques has largely enhanced the performance of various linear algebra solvers, one of which being the solver for the least squares problem $\min_{x}\lVert b-Ax\rVert_{2}$. By transforming least…

Numerical Analysis · Mathematics 2025-09-09 Bowen Gao , Yuxin Ma , Meiyue Shao

Given any domain $X\subseteq \mathbb{R}^d$ and a probability measure $\rho$ on $X$, we study the problem of approximating in $L^2(X,\rho)$ a given function $u:X\to\mathbb{R}$, using its noiseless pointwise evaluations at random samples. For…

Numerical Analysis · Mathematics 2019-07-11 Giovanni Migliorati

Self-adaptive large language models (LLMs) aim to solve the challenges posed by traditional fine-tuning methods, which are often computationally intensive and static in their ability to handle diverse tasks. We introduce…

Machine Learning · Computer Science 2025-01-27 Qi Sun , Edoardo Cetin , Yujin Tang

The LMS algorithm is one of the most successful adaptive filtering algorithms. It uses the instantaneous value of the square of the error signal as an estimate of the mean-square error (MSE). The LMS algorithm changes (adapts) the filter…

Other Computer Science · Computer Science 2011-04-22 Nasrin Akhter , Kaniz Fatema , Lilatul Ferdouse , Faria Khandaker
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