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Zero-attracting least-mean-square (ZA-LMS) algorithm has been widely used for online sparse system identification. It combines the LMS framework and $\ell_1$-norm regularization to promote sparsity, and relies on subgradient iterations.…

Performance · Computer Science 2016-12-21 Jie Chen , Cedric Richard , Yingying Song , David Brie

An interference-normalised least mean square (INLMS) algorithm for robust adaptive filtering is proposed. The INLMS algorithm extends the gradient-adaptive learning rate approach to the case where the signals are non-stationary. In…

Systems and Control · Computer Science 2016-02-29 Jean-Marc Valin , Iain B. Collings

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

We study the effect of fading in the communication channels between sensor nodes on the performance of the incremental least mean square (ILMS) algorithm, and derive steady state performance metrics, including the mean-square deviation…

Information Theory · Computer Science 2015-09-10 Azam Khalili , Amir Rastegarnia

Non-negative least-mean-square (NNLMS) algorithm and its variants have been proposed for online estimation under non-negativity constraints. The transient behavior of the NNLMS, Normalized NNLMS, Exponential NNLMS and Sign-Sign NNLMS…

Machine Learning · Computer Science 2015-06-18 Jie Chen , José Carlos M. Bermudez , Cédric Richard

We study the effect of fading in the communication channels between nodes on the performance of the incremental least mean square (ILMS) algorithm. We derive steady-state performance metrics, including the mean-square deviation (MSD),…

Systems and Control · Computer Science 2015-08-11 Azam Khalili , Amir Rastegarnia

The recursive least-squares algorithm with $\ell_1$-norm regularization ($\ell_1$-RLS) exhibits excellent performance in terms of convergence rate and steady-state error in identification of sparse systems. Nevertheless few works have…

Signal Processing · Electrical Eng. & Systems 2022-02-02 Wei Gao , Jie Chen , Cédric Richard , Wentao Shi , Qunfei Zhang

Performance analysis of $l_0$ norm constrained Recursive least Squares (RLS) algorithm is attempted in this paper. Though the performance pretty attractive compared to its various alternatives, no thorough study of theoretical analysis has…

Information Theory · Computer Science 2016-02-11 Samrat Mukhopadhyay , Bijit Kumar Das , Mrityunjoy Chakraborty

The least mean-square (LMS) filter is one of the most common adaptive linear estimation algorithms. In many practical scenarios, and particularly in digital communications systems, the signal of interest (SOI) and the input signal are…

Systems and Control · Computer Science 2018-11-28 Nir Shlezinger , Koby Todros

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

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 draft concerns the error analysis of a collocation method based on the moving least squares (MLS) approximation for integral equations, which improves the results of [2] in the analysis part. This is mainly a translation from Persian…

Numerical Analysis · Mathematics 2015-09-01 Davoud Mirzaei

Within the context of recursive least squares (RLS) parameter estimation, the goal of the present paper is to study the effect of regularization-induced bias on the transient and asymptotic accuracy of the parameter estimates. We consider…

Systems and Control · Electrical Eng. & Systems 2021-09-01 Brian Lai , Syed Aseem Ul Islam , Dennis S. Bernstein

In this paper, we investigate the diffusion least mean square (DLMS) algorithm over fading channel, where in addition to channel noise and path-loss the inter-node-interference (INI) among neighboring nodes of a host node is also taken into…

Signal Processing · Electrical Eng. & Systems 2023-03-21 Mohammadjavad Mirzazadeh Moallem , Mehdi Korki

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

As one of the recently proposed algorithms for sparse system identification, $l_0$ norm constraint Least Mean Square ($l_0$-LMS) algorithm modifies the cost function of the traditional method with a penalty of tap-weight sparsity. The…

Information Theory · Computer Science 2015-06-04 Guolong Su , Jian Jin , Yuantao Gu , Jian Wang

In this paper, we study the problem of multipath channel estimation for direct sequence spread spectrum signals. To resolve multipath components arriving within a short interval, we propose a new algorithm called the least-squares based…

Information Theory · Computer Science 2015-03-19 Wooseok Nam , Seung-Hyun Kong

Naturally complex-valued information or those presented in complex domain are effectively processed by an augmented complex least-mean-square (ACLMS) algorithm. In some applications, the ACLMS algorithm may be too computationally- and…

Systems and Control · Electrical Eng. & Systems 2020-01-27 Vahid Vahidpour , Amir Rastegarnia , Azam Khalili , Wael M. Bazzi , Saeid Sanei

This work presents a novel approach to the mean-square analysis of the normalized least mean squares (NLMS) algorithm for circular complex colored Gaussian inputs. The analysis is based on the derivation of a closed-form expression for the…

Signal Processing · Electrical Eng. & Systems 2021-08-10 Tareq Y. Al-Naffouri , Muhammad Moinuddin , Anum Ali

We introduce a probabilistic approach to the LMS filter. By means of an efficient approximation, this approach provides an adaptable step-size LMS algorithm together with a measure of uncertainty about the estimation. In addition, the…

Machine Learning · Statistics 2016-04-11 Jesus Fernandez-Bes , Víctor Elvira , Steven Van Vaerenbergh
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