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Most detection algorithms in spatial modulation (SM) are formulated as linear regression via the regularized least-squares (RLS) method. In this method, the transmit signal is estimated by minimizing the residual sum of squares penalized…

Information Theory · Computer Science 2019-05-15 Ali Bereyhi , Saba Asaad , Bernhard Gäde , Ralf R. Müller

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

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

The aim of this paper is to propose a least mean squares (LMS) strategy for adaptive estimation of signals defined over graphs. Assuming the graph signal to be band-limited, over a known bandwidth, the method enables reconstruction, with…

Machine Learning · Computer Science 2016-11-17 Paolo Di Lorenzo , Sergio Barbarossa , Paolo Banelli , Stefania Sardellitti

Significant attention has been given to minimizing a penalized least squares criterion for estimating sparse solutions to large linear systems of equations. The penalty is responsible for inducing sparsity and the natural choice is the…

Machine Learning · Statistics 2015-03-20 Goran Marjanovic , Magnus O. Ulfarsson , Alfred O. Hero

Extremum seeking (ES) optimization approach has been very popular due to its non-model based analysis and implementation. This approach has been mostly used with gradient based search algorithms. Since least squares (LS) algorithms are…

Systems and Control · Electrical Eng. & Systems 2020-03-10 Nursefa Zengin , Baris Fidan

Nonconvex penalty methods for sparse modeling in linear regression have been a topic of fervent interest in recent years. Herein, we study a family of nonconvex penalty functions that we call the trimmed Lasso and that offers exact control…

Methodology · Statistics 2017-08-16 Dimitris Bertsimas , Martin S. Copenhaver , Rahul Mazumder

We address the numerical solution of minimal norm residuals of {\it nonlinear} equations in finite dimensions. We take inspiration from the problem of finding a sparse vector solution by using greedy algorithms based on iterative residual…

Numerical Analysis · Mathematics 2015-04-28 Juliane Sigl

A new reweighted l1-norm penalized least mean square (LMS) algorithm for sparse channel estimation is proposed and studied in this paper. Since standard LMS algorithm does not take into account the sparsity information about the channel…

Information Theory · Computer Science 2014-05-09 Omid Taheri , Sergiy A. Vorobyov

This paper introduces two novel approaches for Online Multi-Task Learning (MTL) Regression Problems. We employ a high performance graph-based MTL formulation and develop two alternative recursive versions based on the Weighted Recursive…

Machine Learning · Statistics 2024-03-19 Gabriel R. Lencione , Fernando J. Von Zuben

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

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

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

Invariable step size based least-mean-square error (ISS-LMS) was considered as a very simple adaptive filtering algorithm and hence it has been widely utilized in many applications, such as adaptive channel estimation. It is well known that…

Information Theory · Computer Science 2015-01-29 Beiyi Liu , Guan Gui , Li Xu , Nobuhiro Shimoi

Sparse adaptive filtering has gained much attention due to its wide applicability in the field of signal processing. Among the main algorithm families, sparse norm constraint adaptive filters develop rapidly in recent years. However, when…

Systems and Control · Computer Science 2015-09-29 Yong Feng , Fei Chen , Rui Zeng , Jiasong Wu , Huazhong Shu

We consider adaptive system identification problems with convex constraints and propose a family of regularized Least-Mean-Square (LMS) algorithms. We show that with a properly selected regularization parameter the regularized LMS provably…

Methodology · Statistics 2010-12-24 Yilun Chen , Yuantao Gu , Alfred O. Hero

We address the problem of sparse recovery in an online setting, where random linear measurements of a sparse signal are revealed sequentially and the objective is to recover the underlying signal. We propose a reweighted least squares (RLS)…

Machine Learning · Computer Science 2017-06-30 Subhadip Mukherjee , Deepak R. , Huaijin Chen , Ashok Veeraraghavan , Chandra Sekhar Seelamantula

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

Recently, the proposal of the least mean square (LMS) and recursive least squares (RLS) algorithm for graph signal processing (GSP) provides excellent solutions for processing signals defined on irregular structures such as sensor networks.…

Signal Processing · Electrical Eng. & Systems 2025-06-03 Haiquan Zhao , Chengjin Li

This work presents a new variation of the commonly used Least Mean Squares Algorithm (LMS) for the identification of sparse signals with an a-priori known sparsity using a hard threshold operator in every iteration. It examines some useful…

Systems and Control · Computer Science 2016-08-04 Lampros Flokas , Petros Maragos