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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

We consider a narrowband MIMO reconfigurable intelligent surface (RIS)-assisted wireless communication system and use tensor signal modelling techniques to individually estimate all communication channels including the non-RIS channels…

Signal Processing · Electrical Eng. & Systems 2023-11-03 Alexander James Fernandes , Ioannis Psaromiligkos

Most studies of adaptive algorithm behavior consider performance measures based on mean values such as the mean-square error. The derived models are useful for understanding the algorithm behavior under different environments and can be…

Methodology · Statistics 2023-12-04 Marcos H. Maruo , José Carlos M. Bermudez

We propose a novel algorithm for greedy forward feature selection for regularized least-squares (RLS) regression and classification, also known as the least-squares support vector machine or ridge regression. The algorithm, which we call…

Machine Learning · Statistics 2010-03-19 Tapio Pahikkala , Antti Airola , Tapio Salakoski

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

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

This paper fortifies the recently introduced hierarchical-optimization recursive least squares (HO-RLS) against outliers which contaminate infrequently linear-regression models. Outliers are modeled as nuisance variables and are estimated…

Machine Learning · Computer Science 2019-10-15 Konstantinos Slavakis , Sinjini Banerjee

Noise problems in signals have gained huge attention due to the need of noise-free output signal in numerous communication systems. The principal of adaptive noise cancellation is to acquire an estimation of the unwanted interfering signal…

Other Computer Science · Computer Science 2011-04-12 Lilatul Ferdouse , Nasrin Akhter , Tamanna Haque Nipa , Fariha Tasmin Jaigirdar

This paper presents a new adaptive algorithm for the linearly constrained minimum variance (LCMV) beamformer design. We incorporate the set-membership filtering (SMF) mechanism into the reduced-rank joint iterative optimization (JIO) scheme…

Information Theory · Computer Science 2013-02-19 Lei Wang , Rodrigo C. de Lamare

Reconfigurable intelligent surfaces (RISs) are eminently suitable for improving the reliability of wireless communications by jointly designing the active beamforming at the base station (BS) and the passive beamforming at the RIS.…

Information Theory · Computer Science 2025-01-23 Qingchao Li , Mohammed El-Hajjar , Ibrahim Hemadeh , Arman Shojaeifard , Lajos Hanzo

In the famous least sum of trimmed squares (LTS) of residuals estimator (Rousseeuw (1984)), residuals are first squared and then trimmed. In this article, we first trim residuals - using a depth trimming scheme - and then square the rest of…

Methodology · Statistics 2022-11-28 Yijun Zuo

We present a new finite-time analysis of the estimation error of the Ordinary Least Squares (OLS) estimator for stable linear time-invariant systems. We characterize the number of observed samples (the length of the observed trajectory)…

Statistics Theory · Mathematics 2020-03-27 Yassir Jedra , Alexandre Proutiere

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

Discrete-time input/output models, also called infinite impulse response (IIR) models or autoregressive moving average (ARMA) models, are useful for online identification as they can be efficiently updated using recursive least squares…

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

We propose a low-complexity variable forgetting factor (VFF) mechanism for recursive least square (RLS) algorithms in interference suppression applications. The proposed VFF mechanism employs an updated component related to the time average…

Information Theory · Computer Science 2013-02-26 Yunlong Cai , Rodrigo C. de Lamare

In order to improve the performance of least mean square (LMS)-based adaptive filtering for identifying block-sparse systems, a new adaptive algorithm called block-sparse LMS (BS-LMS) is proposed in this paper. The basis of the proposed…

Information Theory · Computer Science 2015-10-28 Shuyang Jiang , Yuantao Gu

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

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

A novel IV estimation method, that we term Locally Trimmed LS (LTLS), is developed which yields estimators with (mixed) Gaussian limit distributions in situations where the data may be weakly or strongly persistent. In particular, we allow…

Econometrics · Economics 2020-06-24 Zhishui Hu , Ioannis Kasparis , Qiying Wang

In a wireless system with Intelligent Reflective Surfaces (IRS) containing many passive elements, we consider the problem of channel estimation. All the links from the transmitter to the receiver via each IRS elements (or groups) are…

Signal Processing · Electrical Eng. & Systems 2019-11-25 Tobias Lindstrøm Jensen , Elisabeth De Carvalho
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