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The proportionate normalized least mean square (PNLMS) algorithm and its variants are by far the most popular adaptive filters that are used to identify sparse systems. The convergence speed of the PNLMS algorithm, though very high…

Information Theory · Computer Science 2015-07-13 Rajib Lochan Das , Mrityunjoy Chackraborty

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

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

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

The least-mean-squares (LMS) algorithm is the most popular algorithm in adaptive filtering. Several variable step-size strategies have been suggested to improve the performance of the LMS algorithm. These strategies enhance the performance…

Data Structures and Algorithms · Computer Science 2017-03-22 Muhammad Omer Bin Saeed

This article proposes novel sparsity-aware space-time adaptive processing (SA-STAP) algorithms with $l_1$-norm regularization for airborne phased-array radar applications. The proposed SA-STAP algorithms suppose that a number of samples of…

Information Theory · Computer Science 2013-04-16 Z. Yang , R. C. de Lamare

This letter proposes a novel sparsity-aware adaptive filtering scheme and algorithms based on an alternating optimization strategy with shrinkage. The proposed scheme employs a two-stage structure that consists of an alternating…

Systems and Control · Computer Science 2023-07-19 Rodrigo C. de Lamare , Raimundo Sampaio-Neto

Broadband wireless channels usually have the sparse nature. Based on the assumption of Gaussian noise model, adaptive filtering algorithms for reconstruction sparse channels were proposed to take advantage of channel sparsity. However,…

Information Theory · Computer Science 2015-02-20 Guan Gui , Li Xu , Wentao Ma , Badong Chen

The so-called constrained least mean-square algorithm is one of the most commonly used linear-equality-constrained adaptive filtering algorithms. Its main advantages are adaptability and relative simplicity. In order to gain analytical…

Systems and Control · Computer Science 2015-02-26 Reza Arablouei , Kutluyıl Doğançay , Stefan Werner

Partial least squares (PLS) regression combines dimensionality reduction and prediction using a latent variable model. Since partial least squares regression (PLS-R) does not require matrix inversion or diagonalization, it can be applied to…

Methodology · Statistics 2014-08-05 Tzu-Yu Liu , Laura Trinchera , Arthur Tenenhaus , Dennis Wei , Alfred O. Hero

In this paper, we propose a new greedy algorithm for sparse approximation, called SLS for Single L_1 Selection. SLS essentially consists of a greedy forward strategy, where the selection rule of a new component at each iteration is based on…

Optimization and Control · Mathematics 2021-02-12 Ramzi Ben Mhenni , Sébastien Bourguignon , Jérôme Idier

The local least squares estimator for a regression curve cannot provide optimal results when non-Gaussian noise is present. Both theoretical and empirical evidence suggests that residuals often exhibit distributional properties different…

Machine Learning · Statistics 2025-04-29 Ladan Tazik , James Stafford , John Braun

In this paper, we introduce a new algorithm to deal with the stalling effect in the LMS algorithm used in adaptive filters. We modify the update rule of the tap weight vectors by adding noise, generated by a noise generator. The properties…

Signal Processing · Electrical Eng. & Systems 2018-07-20 Hamid Reza Shahdoosti

Limited by fixed step-size and sparsity penalty factor, the conventional sparsity-aware normalized subband adaptive filtering (NSAF) type algorithms suffer from trade-off requirements of high filtering accurateness and quicker convergence…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Dongxu Liu , Haiquan Zhao , Yang Zhou

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…

Information Theory · Computer Science 2009-01-08 Behtash Babadi , Nicholas Kalouptsidis , Vahid Tarokh

For identifying the non-Gaussian impulsive noise systems, normalized LMP (NLMP) has been proposed to combat impulsive-inducing instability. However, the standard algorithm is without considering the inherent sparse structure distribution of…

Information Theory · Computer Science 2015-03-04 Wentao Ma , Hua Qu , Jihong Zhao , Badong Chen , Guan Gui

In this short report, we discuss how coordinate-wise descent algorithms can be used to solve minimum variance portfolio (MVP) problems in which the portfolio weights are constrained by $l_{q}$ norms, where $1\leq q \leq 2$. A portfolio…

Portfolio Management · Quantitative Finance 2013-09-17 Yu-Min Yen

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…

Signal Processing · Electrical Eng. & Systems 2023-04-03 Bowen Li , Suya Wu , Erin E. Tripp , Ali Pezeshki , Vahid Tarokh

This letter presents an improved version of diffusion least mean ppower (LMP) algorithm for distributed estimation. Instead of sum of mean square errors, a weighted sum of mean square error is defined as the cost function for global and…

Machine Learning · Statistics 2016-08-09 H. Zayyani , M. Korki

Recently, the leaky diffusion least-mean-square (DLMS) algorithm has obtained much attention because of its good performance for high input eigenvalue spread and low signal-to-noise ratio (SNR). However, the leaky DLMS algorithm may suffer…

Signal Processing · Electrical Eng. & Systems 2018-11-01 Long Shi , Haiquan Zhao