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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

Many speech and music analysis and processing schemes rely on an estimate of the fundamental frequency $f_0$ of periodic signal components. Most established schemes apply rather unspecific signal models such as sinusoidal models to the…

Sound · Computer Science 2021-12-23 Volker Hohmann

We propose a block least mean square (LMS) algorithm to monitor the longitudinal power profile of a fiber-optic link through receiver-based digital data from a coherent detector. Compared to the benchmark least squares (LS) method, the…

Signal Processing · Electrical Eng. & Systems 2026-03-03 Paolo Serena , Chiara Lasagni , Alberto Bononi , Fabien Boitier , Joana Girard-Jollet

The Broad Learning System (BLS) has gained significant attention for its computational efficiency and less network parameters compared to deep learning structures. However, the standard BLS relies on the pseudoinverse solution, which…

Systems and Control · Electrical Eng. & Systems 2025-11-25 Zijing Li

The estimation of the amplitude of a sine wave from the sequence of its quantized samples is a typical problem in instrumentation and measurement. A standard approach for its solution makes use of a least squares estimator (LSE) that,…

Signal Processing · Electrical Eng. & Systems 2018-05-01 Paolo Carbone , Johan Schoukens , István Kollár , Antonio Moschitta

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

Frequency offsets-compensated least mean squares (FO-LMS) algorithm is a generic method for estimating a wireless channel under carrier and sampling frequency offsets when the transmitted signal is beforehand known to the receiver. The…

Signal Processing · Electrical Eng. & Systems 2025-12-12 Karel Pärlin , Aaron Byman , Tommi Meriläinen , Taneli Riihonen

Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…

Statistics Theory · Mathematics 2018-10-16 Michael Krikheli , Amir Leshem

We address the problem of recovering a signal (up to global phase) from its short-time Fourier transform (STFT) magnitude measurements. This problem arises in several applications, including optical imaging and speech processing. In this…

Information Theory · Computer Science 2015-10-06 Tamir Bendory , Yonina C. Eldar

This paper considers least-square based estimation of the amplitude and square amplitude of a quantized sine wave, done by considering random initial record phase. Using amplitude- and frequency-domain modeling techniques, it is shown that…

Signal Processing · Electrical Eng. & Systems 2018-04-23 Paolo Carbone , Johan Schoukens

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

This is a brief tutorial on the least square estimation technique that is straightforward yet effective for parameter estimation. The tutorial is focused on the linear LSEs instead of nonlinear versions, since most nonlinear LSEs can be…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Qingrui Zhang

In this paper, we consider a statistical problem of learning a linear model from noisy samples. Existing work has focused on approximating the least squares solution by using leverage-based scores as an importance sampling distribution.…

Machine Learning · Statistics 2016-02-11 Siheng Chen , Rohan Varma , Aarti Singh , Jelena Kovačević

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

The paper investigates the problem of estimating the state of a time-varying system with a linear measurement model; in particular, the paper considers the case where the number of measurements available can be smaller than the number of…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Guido Cavraro , Emiliano Dall'Anese , Joshua Comden , Andrey Bernstein

Adaptive algorithms based on in-network processing over networks are useful for online parameter estimation of historical data (e.g., noise covariance) in predictive control and machine learning areas. This paper focuses on the distributed…

Optimization and Control · Mathematics 2020-04-01 Jiahong Li , Nan Ma , Fang Deng

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

Machine Learning · Statistics 2012-06-22 Tingni Sun , Cun-Hui Zhang

This paper establishes a nearly optimal algorithm for estimating the frequencies and amplitudes of a mixture of sinusoids from noisy equispaced samples. We derive our algorithm by viewing line spectral estimation as a sparse recovery…

Information Theory · Computer Science 2013-04-02 Gongguo Tang , Badri Narayan Bhaskar , Benjamin Recht

We analyze the performance of a linear-equality-constrained least-squares (CLS) algorithm and its relaxed version, called rCLS, that is obtained via the method of weighting. The rCLS algorithm solves an unconstrained least-squares problem…

Performance · Computer Science 2023-07-19 Reza Arablouei , Kutluyıl Doğançay

This note studies a method for the efficient estimation of a finite number of unknown parameters from linear equations, which are perturbed by Gaussian noise. In case the unknown parameters have only few nonzero entries, the proposed…

Systems and Control · Computer Science 2014-05-27 Liang Dai , Kristiaan Pelckmans
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