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This paper introduces a novel adaptive framework for processing dynamic flow signals over simplicial complexes, extending classical least-mean-squares (LMS) methods to high-order topological domains. Building on discrete Hodge theory, we…

Signal Processing · Electrical Eng. & Systems 2025-05-30 Lorenzo Marinucci , Claudio Battiloro , Paolo Di Lorenzo

Recursive least squares (RLS) is derived as the recursive minimizer of the least-squares cost function. Moreover, it is well known that RLS is a special case of the Kalman filter. This work presents the Kalman filter least squares (KFLS)…

Systems and Control · Electrical Eng. & Systems 2024-04-18 Brian Lai , Dennis S. Bernstein

Partial Least Squares (PLS) methods have been heavily exploited to analyse the association between two blocs of data. These powerful approaches can be applied to data sets where the number of variables is greater than the number of…

Machine Learning · Statistics 2017-02-24 Pierre Lafaye de Micheaux , Benoit Liquet , Matthew Sutton

In diffusion-based algorithms for adaptive distributed estimation, each node of an adaptive network estimates a target parameter vector by creating an intermediate estimate and then combining the intermediate estimates available within its…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-12-08 Reza Arablouei , Stefan Werner , Kutluyıl Doğançay , Yih-Fang Huang

To overcome the tradeoff of the conventional normalized least mean square (NLMS) algorithm between fast convergence rate and low steady-state misalignment, this paper proposes a variable step size (VSS) NLMS algorithm by devising a new…

Systems and Control · Computer Science 2015-04-22 Yi Yu , Haiquan Zhao

Motivated by robotic trajectory optimization problems we consider the Augmented Lagrangian approach to constrained optimization. We first propose an alternative augmentation of the Lagrangian to handle the inequality case (not based on…

Optimization and Control · Mathematics 2014-12-16 Marc Toussaint

In order to function reliably, synthetic molecular circuits require mechanisms that allow them to adapt to environmental disturbances. Least mean squares (LMS) schemes, such as commonly encountered in signal processing and control, provide…

Molecular Networks · Quantitative Biology 2017-01-04 Christoph Zechner , Mustafa Khammash

Active clustering aims to boost the clustering performance by integrating human-annotated pairwise constraints through strategic querying. Conventional approaches with semi-supervised clustering schemes encounter high query costs when…

Machine Learning · Computer Science 2024-07-16 Xun Deng , Junlong Liu , Han Zhong , Fuli Feng , Chen Shen , Xiangnan He , Jieping Ye , Zheng Wang

The linear coefficient in a partially linear model with confounding variables can be estimated using double machine learning (DML). However, this DML estimator has a two-stage least squares (TSLS) interpretation and may produce overly wide…

Methodology · Statistics 2022-01-03 Corinne Emmenegger , Peter Bühlmann

This paper proposes a new leaky least mean square (leaky LMS, LLMS) algorithm in which a norm penalty is introduced to force the solution to be sparse in the application of system identification. The leaky LMS algorithm is derived because…

Systems and Control · Computer Science 2015-03-05 Yong Feng , Rui Zeng , Jiasong Wu

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

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

Multichannel filtered reference least mean square (McFxLMS) algorithms are widely utilized in adaptive multichannel active noise control (MCANC) applications. As a critical and high-computationally efficient adaptive critical algorithm, it…

Signal Processing · Electrical Eng. & Systems 2024-02-17 Boxiang Wang

We introduce the Asynchronous PALM algorithm, a new extension of the Proximal Alternating Linearized Minimization (PALM) algorithm for solving nonsmooth, nonconvex optimization problems. Like the PALM algorithm, each step of the…

Optimization and Control · Mathematics 2016-04-05 Damek Davis

The Augmented Lagrangian Method (ALM) is an iterative method for the solution of equality-constrained non-linear programming problems. In contrast to the quadratic penalty method, the ALM can satisfy equality constraints in an exact way.…

Numerical Analysis · Mathematics 2018-04-24 Martin Neuenhofen

A general representation of the quaternion gradients presented in the literature is proposed, and an universal update equation for QLMS-like algorithms is obtained. The general update law is used to study the convergence of widely linear…

Optimization and Control · Mathematics 2014-10-13 Fernando G. Almeida Neto , Vítor H. Nascimento

In this paper, we propose a novel leaky least mean square (leaky LMS, LLMS) algorithm which employs a p-norm-like constraint to force the solution to be sparse in the application of system identification. As an extension of the LMS…

Systems and Control · Computer Science 2015-03-06 Yong Feng , Rui Zeng , Jiasong Wu

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

Partially-observed Boolean dynamical systems (POBDS) are a general class of nonlinear models with application in estimation and control of Boolean processes based on noisy and incomplete measurements. The optimal minimum mean square error…

Methodology · Statistics 2017-03-08 Mahdi Imani , Ulisses Braga-Neto

In this work, we propose two low-complexity set-membership normalized least-mean-square (LCSM-NLMS1 and LCSM-NLMS2) algorithms to exploit the sparsity of an unknown system. For this purpose, in the LCSM-NLMS1 algorithm, we employ a function…

Signal Processing · Electrical Eng. & Systems 2020-07-14 Javad Sharafi , Mohsen Mehrali-Varjani