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We investigate the performance of distributed least-mean square (LMS) algorithms for parameter estimation over sensor networks where the regression data of each node are corrupted by white measurement noise. Under this condition, we show…

Systems and Control · Computer Science 2016-11-18 Reza Abdolee , Benoit Champagne

In this paper we focus on the tracking performance of incremental adaptive LMS algorithm in an adaptive network. For this reason we consider the unknown weight vector to be a time varying sequence. First we analyze the performance of…

Signal Processing · Electrical Eng. & Systems 2021-03-23 Ehsan Mostafapour , C. Ghobadi , Javad Nourinia , M. Chehel Amirani

In a distributed network environment, the diffusion-least mean squares (LMS) algorithm gives faster convergence than the original LMS algorithm. It has also been observed that, the diffusion-LMS generally outperforms other distributed LMS…

Machine Learning · Computer Science 2015-09-07 Rangeet Mitra , Vimal Bhatia

In order to improve the performance of Least Mean Square (LMS) based system identification of sparse systems, a new adaptive algorithm is proposed which utilizes the sparsity property of such systems. A general approximating approach on…

Information Theory · Computer Science 2015-06-15 Yuantao Gu , Jian Jin , Shunliang Mei

Given a linear regression setting, Iterative Least Trimmed Squares (ILTS) involves alternating between (a) selecting the subset of samples with lowest current loss, and (b) re-fitting the linear model only on that subset. Both steps are…

Machine Learning · Computer Science 2019-11-13 Yanyao Shen , Sujay Sanghavi

The purpose of this note is to discuss some aspects of recently proposed fractional-order variants of complex least mean square (CLMS) and normalized least mean square (NLMS) algorithms in ``Design of Fractional-order Variants of Complex…

Optimization and Control · Mathematics 2020-07-28 Shujaat Khan , Abdul Wahab , Imran Naseem , Muhammad Moinuddin

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

In this research, a novel adaptive filtering algorithm is proposed for complex domain signal processing. The proposed algorithm is based on Wirtinger calculus and is called as q-Complex Least Mean Square (q-CLMS) algorithm. The proposed…

Information Theory · Computer Science 2021-10-12 Alishba Sadiq , Imran Naseem , Shujaat Khan , Muhammad Moinuddin , Roberto Togneri , Mohammed Bennamoun

In this work, a new class of stochastic gradient algorithm is developed based on $q$-calculus. Unlike the existing $q$-LMS algorithm, the proposed approach fully utilizes the concept of $q$-calculus by incorporating time-varying $q$…

Optimization and Control · Mathematics 2018-01-03 Shujaat Khan , Alishba Sadiq , Imran Naseem , Roberto Togneri , Mohammed Bennamoun

Recently, quaternion-valued signal processing has received more and more attention. In this paper, the quaternion-valued sparse system identification problem is studied for the first time and a zero-attracting quaternion-valued least mean…

Numerical Analysis · Mathematics 2014-06-24 Mengdi Jiang , Wei Liu , Yi Li

The kernel least mean squares (KLMS) algorithm is a computationally efficient nonlinear adaptive filtering method that "kernelizes" the celebrated (linear) least mean squares algorithm. We demonstrate that the least mean squares algorithm…

Machine Learning · Statistics 2013-10-22 Il Memming Park , Sohan Seth , Steven Van Vaerenbergh

A multiple interval-valued linear regression model considering all the cross-relationships between the mids and spreads of the intervals has been introduced recently. A least-squares estimation of the regression parameters has been carried…

Statistics Theory · Mathematics 2016-02-09 Marta García Bárzana , Ana Colubi , Erricos John Kontoghiorghes

The iteratively reweighted least squares method (IRLS) is a popular technique used in practice for solving regression problems. Various versions of this method have been proposed, but their theoretical analyses failed to capture the good…

Data Structures and Algorithms · Computer Science 2019-07-11 Alina Ene , Adrian Vladu

Convergence of the diffusion RLS (DRLS) algorithm to steady-state has been extensively studied in the literature, whereas no analysis of its transient convergence behavior has been reported yet. In this letter, we conduct a theoretical…

Signal Processing · Electrical Eng. & Systems 2021-07-07 Wei Gao , Jie Chen , Cédric Richard

In order to improve the least mean squares (LMS) adaptation algorithm to accommodate the nonlinear transfer function, and to adjust the coefficients of adaptive filter during the actual implement of bias voltage and signal amplitude,…

Signal Processing · Electrical Eng. & Systems 2022-07-26 Zhengyang Zhang

In this paper, we propose an adaptive framework for the variable step size of the fractional least mean square (FLMS) algorithm. The proposed algorithm named the robust variable step size-FLMS (RVSS-FLMS), dynamically updates the step size…

Optimization and Control · Mathematics 2017-11-15 Shujaat Khan , Muhammad Usman , Imran Naseem , Roberto Togneri , Mohammed Bennamoun

Distributed algorithms, particularly Diffusion Least Mean Square, are widely favored for their reliability, robustness, and fast convergence in various industries. However, limited observability of the target can compromise the integrity of…

Signal Processing · Electrical Eng. & Systems 2023-10-18 Mahdi Shamsi , Farokh Marvasti

The sparsity-aware zero attractor least mean square (ZA-LMS) algorithm manifests much lower misadjustment in strongly sparse environment than its sparsity-agnostic counterpart, the least mean square (LMS), but is shown to perform worse than…

Information Theory · Computer Science 2016-05-11 Bijit Kumar Das , Mrityunjoy Chakraborty

We introduce the implicitly constrained least squares (ICLS) classifier, a novel semi-supervised version of the least squares classifier. This classifier minimizes the squared loss on the labeled data among the set of parameters implied by…

Machine Learning · Statistics 2017-01-31 Jesse H. Krijthe , Marco Loog