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In the field of signal processing on graphs, graph filters play a crucial role in processing the spectrum of graph signals. This paper proposes two different strategies for designing autoregressive moving average (ARMA) graph filters on…

Signal Processing · Electrical Eng. & Systems 2018-07-02 Jiani Liu , Elvin Isufi , Geert Leus

One of the cornerstones of the field of signal processing on graphs are graph filters, direct analogues of classical filters, but intended for signals defined on graphs. This work brings forth new insights on the distributed graph filtering…

Machine Learning · Computer Science 2017-09-18 Elvin Isufi , Andreas Loukas , Andrea Simonetto , Geert Leus

Popular graph neural networks implement convolution operations on graphs based on polynomial spectral filters. In this paper, we propose a novel graph convolutional layer inspired by the auto-regressive moving average (ARMA) filter that,…

Machine Learning · Computer Science 2021-04-07 Filippo Maria Bianchi , Daniele Grattarola , Lorenzo Livi , Cesare Alippi

We introduce the concept of autoregressive moving average (ARMA) filters on a graph and show how they can be implemented in a distributed fashion. Our graph filter design philosophy is independent of the particular graph, meaning that the…

Social and Information Networks · Computer Science 2015-09-02 Andreas Loukas , Andrea Simonetto , Geert Leus

Iteratively Re-weighted Least Squares (IRLS) is a method for solving minimization problems involving non-quadratic cost functions, perhaps non-convex and non-smooth, which however can be described as the infimum over a family of quadratic…

Numerical Analysis · Mathematics 2016-02-24 Massimo Fornasier , Steffen Peter , Holger Rauhut , Stephan Worm

This paper investigates the optimality analysis of the recursive least-squares (RLS) algorithm for autoregressive systems with exogenous inputs (ARX systems). A key challenge in analyzing is managing the potential unboundedness of the…

Optimization and Control · Mathematics 2025-05-27 Xingrui Liu , Jieming Ke , Yanlong Zhao

The autocovariance least squares (ALS) method is a computationally efficient approach for estimating noise covariances in Kalman filters without requiring specific noise models. However, conventional ALS and its variants rely on the classic…

Optimization and Control · Mathematics 2026-03-10 Jiahong Li , Fang Deng

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

This paper presents novel adaptive reduced-rank filtering algorithms based on joint iterative optimization of adaptive filters. The novel scheme consists of a joint iterative optimization of a bank of full-rank adaptive filters that…

Information Theory · Computer Science 2013-04-30 Rodrigo C. de Lamare , Raimundo Sampaio-Neto

For solving a wide class of nonconvex and nonsmooth problems, we propose a proximal linearized iteratively reweighted least squares (PL-IRLS) algorithm. We first approximate the original problem by smoothing methods, and second write the…

Optimization and Control · Mathematics 2016-11-02 Hui Zhang , Tao Sun , Lizhi Cheng

In this paper, we develop new fast and efficient algorithms for designing single/multiple unimodular waveforms/codes with good auto- and cross-correlation or weighted correlation properties, which are highly desired in radar and…

Information Theory · Computer Science 2018-02-08 Yongzhe Li , Sergiy A. Vorobyov

This paper presents a generalization of the "weighted least-squares" (WLS), named "weighted pairing least-squares" (WPLS), which uses a rectangular weight matrix and is suitable for data alignment problems. Two fast solving methods,…

Mathematical Software · Computer Science 2009-05-29 Pierre Courrieu

In this paper, we propose a novel algorithm for analysis-based sparsity reconstruction. It can solve the generalized problem by structured sparsity regularization with an orthogonal basis and total variation regularization. The proposed…

Computer Vision and Pattern Recognition · Computer Science 2015-04-29 Chen Chen , Junzhou Huang , Lei He , Hongsheng Li

The affine rank minimization (ARM) problem is well known for both its applications and the fact that it is NP-hard. One of the most successful approaches, yet arguably underrepresented, is iteratively reweighted least squares (IRLS), more…

Optimization and Control · Mathematics 2021-06-29 Sebastian Krämer

We consider adaptive system identification problems with convex constraints and propose a family of regularized Least-Mean-Square (LMS) algorithms. We show that with a properly selected regularization parameter the regularized LMS provably…

Methodology · Statistics 2010-12-24 Yilun Chen , Yuantao Gu , Alfred O. Hero

The goal of this paper is to propose novel strategies for adaptive learning of signals defined over graphs, which are observed over a (randomly time-varying) subset of vertices. We recast two classical adaptive algorithms in the graph…

Machine Learning · Computer Science 2018-08-01 Paolo Di Lorenzo , Paolo Banelli , Elvin Isufi , Sergio Barbarossa , Geert Leus

In this work we present a novel optimization strategy for image reconstruction tasks under analysis-based image regularization, which promotes sparse and/or low-rank solutions in some learned transform domain. We parameterize such…

Computer Vision and Pattern Recognition · Computer Science 2023-08-11 Iaroslav Koshelev , Stamatios Lefkimmiatis

We consider the augmented Lagrangian method (ALM) as a solver for the fused lasso signal approximator (FLSA) problem. The ALM is a dual method in which squares of the constraint functions are added as penalties to the Lagrangian. In order…

Computation · Statistics 2010-05-28 Heng Lian

Intelligent reflecting surface (IRS) has recently been recognized as a promising technology to enhance the energy and spectrum efficiency of wireless networks by controlling the wireless medium with the configurable electromagnetic…

Signal Processing · Electrical Eng. & Systems 2019-07-02 Min Fu , Yong Zhou , Yuanming Shi

We address the numerical solution of minimal norm residuals of {\it nonlinear} equations in finite dimensions. We take inspiration from the problem of finding a sparse vector solution by using greedy algorithms based on iterative residual…

Numerical Analysis · Mathematics 2015-04-28 Juliane Sigl
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