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Given a financial time series data, one of the most fundamental and interesting challenges is the need to learn the stock dynamics signals in a financial time series data. A good example is to represent the time series in line segments…

Computational Engineering, Finance, and Science · Computer Science 2021-01-05 Chi-Jen Wu , Wei-Sheng Zeng , Jan-Ming Ho

We address the phase retrieval problem with errors in the sensing vectors. A number of recent methods for phase retrieval are based on least squares (LS) formulations which assume errors in the quadratic measurements. We extend this…

Signal Processing · Electrical Eng. & Systems 2022-02-02 Sidharth Gupta , Ivan Dokmanić

Radar sensors have become an important part of the perception sensor suite due to their long range and their ability to work in adverse weather conditions. However, several shortcomings such as large amounts of noise and extreme sparsity of…

Robotics · Computer Science 2020-08-25 Nikhil Bharadwaj Gosala , Xiaoli Meng

Performance analysis of $l_0$ norm constrained Recursive least Squares (RLS) algorithm is attempted in this paper. Though the performance pretty attractive compared to its various alternatives, no thorough study of theoretical analysis has…

Information Theory · Computer Science 2016-02-11 Samrat Mukhopadhyay , Bijit Kumar Das , Mrityunjoy Chakraborty

We develop a recursive least square (RLS) type algorithm with a minimax concave penalty (MCP) for adaptive identification of a sparse tap-weight vector that represents a communication channel. The proposed algorithm recursively yields its…

Signal Processing · Electrical Eng. & Systems 2023-04-03 Bowen Li , Suya Wu , Erin E. Tripp , Ali Pezeshki , Vahid Tarokh

This paper proposes an online secondary path modelling (SPM) technique to improve the performance of the modified filtered reference Least Mean Square (FXLMS) algorithm. It can effectively respond to a time-varying secondary path, which…

Audio and Speech Processing · Electrical Eng. & Systems 2023-06-21 Junwei Ji , Dongyuan Shi , Woon-Seng Gan , Xiaoyi Shen , Zhengding Luo

The extremely long underwater channel delay spread causes severe inter-symbol interference (ISI) for underwater acoustic communications. Passive time reversal processing (PTRP) can effectively reduce the channel time dispersion in a simple…

Information Theory · Computer Science 2016-03-07 Yanling Yin , Songzuo Liu , Gang Qiao , Yue Yang

The paper investigates the problem of estimating the state of a time-varying system with a linear measurement model; in particular, the paper considers the case where the number of measurements available can be smaller than the number of…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Guido Cavraro , Emiliano Dall'Anese , Joshua Comden , Andrey Bernstein

To keep massive MIMO systems cost-efficient, power amplifiers with rather small output dynamic ranges are employed. They may distort the transmit signal and degrade the performance. This paper proposes a distortion aware precoding scheme…

Signal Processing · Electrical Eng. & Systems 2019-05-15 Ali Bereyhi , Saba Asaad , Ralf R. Müller , Symeon Chatzinotas

This paper introduces an iterative scheme for acoustic model inversion where the notion of proximity of two traces is not the usual least-squares distance, but instead involves registration as in image processing. Observed data are matched…

Optimization and Control · Mathematics 2013-04-22 Hyoungsu Baek , Henri Calandra , Laurent Demanet

Many science and engineering applications involve solving a linear least-squares system formed from some field measurements. In the distributed cyber-physical systems (CPS), often each sensor node used for measurement only knows partial…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-06-23 Lei Shi , Liang Zhao , Wen-Zhan Song , Goutham Kamath , Yuan Wu , Xuefeng Liu

The reduced-rank method exploits the distortion-variance tradeoff to yield superior solutions for classic problems in statistical signal processing such as parameter estimation and filtering. The central idea is to reduce the variance of…

Information Theory · Computer Science 2019-03-06 K. G. Nagananda , Pramod Khargonekar

We consider the underwater acoustic channel which is time-variant and doubly-spread in this work. Since conventional channel estimation and decision feedback equalizer (DFE) can not work well for this type of channel, a path-specific…

Signal Processing · Electrical Eng. & Systems 2021-03-02 Xiuqing Li , Wei Li , Xinlin Yi , Qihang Huang , Yuhang Wang , Chenzhe Ye

Wave equation techniques have been an integral part of geophysical imaging workflows to investigate the Earth's subsurface. Least-squares reverse time migration (LSRTM) is a linearized inversion problem that iteratively minimizes a misfit…

Computational Physics · Physics 2019-12-11 Janaki Vamaraju , Jeremy Vila , Mauricio Araya-Polo , Debanjan Datta , Mohamed Sidahmed , Mrinal Sen

An iteratively reweighted least squares (IRLS) method is proposed for estimating polyserial and polychoric correlation coefficients in this paper. It iteratively calculates the slopes in a series of weighted linear regression models fitting…

Methodology · Statistics 2022-10-21 Peng Zhang , Ben Liu , Jingjing Pan

Orthogonal Time Frequency Space (OTFS) modulation offers robust performance in high-mobility scenarios by transforming time-varying channels into the delay-Doppler (DD) domain. However, in high-mobility environment such as emerging 5G…

Information Theory · Computer Science 2026-01-29 Bo-Yuan Chen , Hsuan-Jung Su

This paper studies the subspace segmentation problem which aims to segment data drawn from a union of multiple linear subspaces. Recent works by using sparse representation, low rank representation and their extensions attract much…

Computer Vision and Pattern Recognition · Computer Science 2014-04-29 Can-Yi Lu , Hai Min , Zhong-Qiu Zhao , Lin Zhu , De-Shuang Huang , Shuicheng Yan

We propose a new algorithm for the problem of recovering data that adheres to multiple, heterogeneous low-dimensional structures from linear observations. Focusing on data matrices that are simultaneously row-sparse and low-rank, we propose…

Machine Learning · Computer Science 2024-01-19 Christian Kümmerle , Johannes Maly

Least squares estimation, a regression technique based on minimisation of residuals, has been invaluable in bringing the best fit solutions to parameters in science and engineering. However, in dynamic environments such as in Geomatics…

Computational Engineering, Finance, and Science · Computer Science 2018-04-17 C. P. E. Agbachi

Traditional Partial Least Squares Regression (PLSR) models frequently underperform when handling data characterized by uneven categories. To address the issue, this paper proposes a Data Augmentation Partial Least Squares Regression…

Machine Learning · Computer Science 2025-04-24 Haoran Chen , Jiapeng Liu , Jiafan Wang , Wenjun Shi