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In this paper, we give a tutorial on asymptotic properties of the Least Square (LS) and Regularized Least Squares (RLS) estimators for the finite impulse response model with filtered white noise inputs. We provide three perspectives: the…

Statistics Theory · Mathematics 2022-01-03 Yue Ju , Tianshi Chen , Biqiang Mu , Lennart Ljung

Shuffled linear regression (SLR) seeks to estimate latent features through a linear transformation, complicated by unknown permutations in the measurement dimensions. This problem extends traditional least-squares (LS) and Least Absolute…

Statistics Theory · Mathematics 2025-04-17 Hang Liu , Anna Scaglione

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

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

Nonlinear function estimation is core to modern machine learning applications. In this paper, to perform nonlinear function estimation, we reduce a nonlinear inverse problem to a linear one using a polynomial kernel expansion. These kernels…

Information Theory · Computer Science 2019-10-02 Hangjin Liu , You , Zhou , Ahmad Beirami , Dror Baron

Multi Task Learning (MTL) efficiently leverages useful information contained in multiple related tasks to help improve the generalization performance of all tasks. This article conducts a large dimensional analysis of a simple but, as we…

Machine Learning · Statistics 2020-09-04 Malik Tiomoko , Romain Couillet , Hafiz Tiomoko

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 dissertation focuses on the investigation and evaluation of adptive algorithms for multichannel active noise control system. The aim of the research is to investigate the effectiveness of the FxLMS algorithm and the pre-trained control…

Signal Processing · Electrical Eng. & Systems 2023-08-31 Runsheng Zhang

Sparse system identification problems often exist in many applications, such as echo interference cancellation, sparse channel estimation, and adaptive beamforming. One of popular adaptive sparse system identification (ASSI) methods is…

Information Theory · Computer Science 2013-11-07 Guan Gui , Shinya Kumagai , Abolfazl Mehbodniya , Fumiyuki Adachi

This paper presents adaptive bidirectional minimum mean-square error (MMSE) parameter estimation algorithms for fast-fading channels. The time correlation between successive channel gains is exploited to improve the estimation and tracking…

Information Theory · Computer Science 2013-06-12 Patrick Clarke , Rodrigo C. de Lamare

This paper studies the statistical models of the noise-robust normalized subband adaptive filter (NR-NSAF) algorithm in the mean and mean square deviation senses involving transient-state and steady-state behavior by resorting to the method…

Signal Processing · Electrical Eng. & Systems 2019-08-22 Yi Yu , Haiquan Zhao , Badong Chen , Wenyuan Wang , Lu Lu

Adaptive algorithms belong to an important class of algorithms used in radar target detection to overcome prior uncertainty of interference covariance. The contamination of the empirical covariance matrix by the useful signal leads to…

Signal Processing · Electrical Eng. & Systems 2021-01-01 Boris N. Oreshkin

A new reweighted l1-norm penalized least mean square (LMS) algorithm for sparse channel estimation is proposed and studied in this paper. Since standard LMS algorithm does not take into account the sparsity information about the channel…

Information Theory · Computer Science 2014-05-09 Omid Taheri , Sergiy A. Vorobyov

This paper considers the problem of output feedback control for non-square multi-input multi-output systems with arbitrary relative degree. The proposed controller, based on the L1 adaptive control architecture, is designed using the right…

Optimization and Control · Mathematics 2024-12-20 Hanmin Lee , Venanzio Cichella , Naira Hovakimyan

This paper generalizes the proportionate-type adaptive algorithm to the graph signal processing and proposes two proportionate-type adaptive graph signal recovery algorithms. The gain matrix of the proportionate algorithm leads to faster…

Signal Processing · Electrical Eng. & Systems 2022-09-21 Razieh Torkamani , Hadi Zayyani , Mehdi Korki

Motivated by the need for efficient estimation of conditional expectations, we consider a least-squares function approximation problem with heavily polluted data. Existing methods that are effective in the small-noise regime are suboptimal…

Machine Learning · Statistics 2026-05-26 Ben Adcock , Bernhard Hientzsch , Akil Narayan , Yiming Xu

Channel estimation problem is one of the key technical issues in time-variant multiple-input single-output (MSIO) communication systems. To estimate the MISO channel, least mean square (LMS) algorithm is applied to adaptive channel…

Information Theory · Computer Science 2013-02-07 Guan Gui , Wei Peng , Abolfazl Mehbodniya , Fumiyuki Adachi

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

Wireless communication systems generally endure severe fading and interference caused by the time-dispersive channel. Major transmission distortion is produced by channel multipath propagation and overlap of subsequent symbols. To…

Signal Processing · Electrical Eng. & Systems 2023-12-12 Rayyan Abdalla

Functional linear regression has recently attracted considerable interest. Many works focus on asymptotic inference. In this paper we consider in a non asymptotic framework a simple estimation procedure based on functional Principal…

Statistics Theory · Mathematics 2013-01-16 Elodie Brunel , André Mas , Angelina Roche