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The recursive least-squares (RLS) algorithm is one of the most well-known algorithms used in adaptive filtering, system identification and adaptive control. Its popularity is mainly due to its fast convergence speed, which is considered to…

Machine Learning · Computer Science 2011-06-06 H. He , D. Hu , X. Xu

Broadband frequency-selective fading channels usually have the inherent sparse nature. By exploiting the sparsity, adaptive sparse channel estimation (ASCE) algorithms, e.g., least mean square with reweighted L1-norm constraint (LMS-RL1)…

Information Theory · Computer Science 2015-04-29 Guan Gui , Li Xu

Sparse channel estimation for massive multiple-input multiple-output systems has drawn much attention in recent years. The required pilots are substantially reduced when the sparse channel state vectors can be reconstructed from a few…

Information Theory · Computer Science 2021-02-17 Pengxia Wu , Hui Ma , Julian Cheng

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

This letter proposes a novel adaptive reduced-rank filtering scheme 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 forms…

Information Theory · Computer Science 2012-05-22 Rodrigo C. de Lamare , Raimundo Sampaio-Neto

We propose a version of least-mean-square (LMS) algorithm for sparse system identification. Our algorithm called online linearized Bregman iteration (OLBI) is derived from minimizing the cumulative prediction error squared along with an…

Information Theory · Computer Science 2012-10-03 Tao Hu , Dmitri B. Chklovskii

The channel estimation is one of important techniques to ensure reliable broadband signal transmission. Broadband channels are often modeled as a sparse channel. Comparing with traditional dense-assumption based linear channel estimation…

Information Theory · Computer Science 2014-07-24 Guan Gui , Li Xu , Fumiyuki Adachi

As one of the recently proposed algorithms for sparse system identification, $l_0$ norm constraint Least Mean Square ($l_0$-LMS) algorithm modifies the cost function of the traditional method with a penalty of tap-weight sparsity. The…

Information Theory · Computer Science 2015-06-04 Guolong Su , Jian Jin , Yuantao Gu , Jian Wang

This paper presents a convex-analytic framework to learn sparse graphs from data. While our problem formulation is inspired by an extension of the graphical lasso using the so-called combinatorial graph Laplacian framework, a key difference…

Signal Processing · Electrical Eng. & Systems 2021-09-20 Tatsuya Koyakumaru , Masahiro Yukawa , Eduardo Pavez , Antonio Ortega

Novel sparse reconstruction algorithms are proposed for beamspace channel estimation in massive multiple-input multiple-output systems. The proposed algorithms minimize a least-squares objective having a nonconvex regularizer. This…

Information Theory · Computer Science 2021-12-02 Pengxia Wu , Julian Cheng

Focusing on identification, this paper develops a class of convex optimization-based criteria and correspondingly the recursive algorithms to estimate the parameter vector $\theta^{*}$ of a stochastic dynamic system. Not only do the…

Optimization and Control · Mathematics 2024-05-14 Mingxia Ding , Wenxiao Zhao , Tianshi Chen

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

We address the problem of sparse recovery in an online setting, where random linear measurements of a sparse signal are revealed sequentially and the objective is to recover the underlying signal. We propose a reweighted least squares (RLS)…

Machine Learning · Computer Science 2017-06-30 Subhadip Mukherjee , Deepak R. , Huaijin Chen , Ashok Veeraraghavan , Chandra Sekhar Seelamantula

Problems in signal processing and medical imaging often lead to calculating sparse solutions to under-determined linear systems. Methodologies for solving this problem are presented as background to the method used in this work where the…

Numerical Analysis · Computer Science 2009-07-21 R. Broughton , I. Coope , P. Renaud , R. Tappenden

This paper proposes a unified sparsity-aware robust recursive least-squares RLS (S-RRLS) algorithm for the identification of sparse systems under impulsive noise. The proposed algorithm generalizes multiple algorithms only by replacing the…

Signal Processing · Electrical Eng. & Systems 2022-05-11 Y. Yu , L. Lu , Y. Zakharov , R. C. de Lamare , B. Chen

We develop a recursive total least-squares (RTLS) algorithm for errors-in-variables system identification utilizing the inverse power method and the dichotomous coordinate-descent (DCD) iterations. The proposed algorithm, called DCD-RTLS,…

Systems and Control · Computer Science 2015-06-22 Reza Arablouei , Kutluyıl Doğançay , Stefan Werner

Non-convex relaxation methods have been widely used in tensor recovery problems, and compared with convex relaxation methods, can achieve better recovery results. In this paper, a new non-convex function, Minimax Logarithmic Concave Penalty…

Image and Video Processing · Electrical Eng. & Systems 2023-07-05 Hongbing Zhang , Xinyi Liu , Chang Liu , Hongtao Fan , Yajing Li , Xinyun Zhu

In many real-world problems, recovering sparse signals from underdetermined linear systems remains a fundamental challenge. Although $\ell_1$ norm minimization is widely used, it suffers from estimation bias that prevents it from reaching…

Information Theory · Computer Science 2026-04-16 Keisuke Morita , Federico Ricci-Tersenghi , Masayuki Ohzeki

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

Accurate channel state information (CSI) is required for coherent detection in time-variant multiple-input multipleoutput (MIMO) communication systems using orthogonal frequency division multiplexing (OFDM) modulation. One of low-complexity…

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