Related papers: Adaptive Kalman Filtering Developed from Recursive…
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…
We propose a regularization method for ensemble Kalman filtering (EnKF) with elliptic observation operators. Commonly used EnKF regularization methods suppress state correlations at long distances. For observations described by elliptic…
In the presence of confounders, the ordinary least squares (OLS) estimator is known to be biased. This problem can be remedied by using the two-stage least squares (TSLS) estimator, based on the availability of valid instrumental variables…
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…
The computation required for a switching Kalman Filter (SKF) increases exponentially with the number of system operation modes. In this paper, a computationally tractable graph representation is proposed for a switching linear dynamic…
This article offers an elaborate description of a Kalman filter code employed in the active control system. Conventional active noise management methods usually employ an adaptive filter, such as the filtered reference least mean square…
The exponential functional link network (EFLN) has been recently investigated and applied to nonlinear filtering. This brief proposes an adaptive EFLN filtering algorithm based on a novel inverse square root (ISR) cost function, called the…
In order to improve the performance of Least Mean Square (LMS) based system identification of sparse systems, a new adaptive algorithm is proposed which utilizes the sparsity property of such systems. A general approximating approach on…
We present a new framework for online Least Squares algorithms for nonlinear modeling in RKH spaces (RKHS). Instead of implicitly mapping the data to a RKHS (e.g., kernel trick), we map the data to a finite dimensional Euclidean space,…
The Kalman filter and its extensions are used in a vast number of aerospace and navigation applications for nonlinear state estimation of time series. In the literature, different approaches have been proposed to exploit the structure of…
The dichotomous coordinate descent (DCD) algorithm has been successfully used for significant reduction in the complexity of recursive least squares (RLS) algorithms. In this work, we generalize the application of the DCD algorithm to RLS…
Bearing-only Target Motion Analysis (TMA) is a promising technique for passive tracking in various applications as a bearing angle is easy to measure. Despite its advantages, bearing-only TMA is challenging due to the nonlinearity of the…
In this paper, we consider the distributed filtering problem over sensor networks such that all sensors cooperatively track unknown time-varying parameters by using local information. A distributed forgetting factor least squares (FFLS)…
This paper investigates the use of extended Kalman filtering to train recurrent neural networks with rather general convex loss functions and regularization terms on the network parameters, including $\ell_1$-regularization. We show that…
Convex regression (CR) problem deals with fitting a convex function to a finite number of observations. It has many applications in various disciplines, such as statistics, economics, operations research, and electrical engineering.…
The least mean-square (LMS) filter is one of the most common adaptive linear estimation algorithms. In many practical scenarios, and particularly in digital communications systems, the signal of interest (SOI) and the input signal are…
In this study, we present a new approach to design a Least Mean Squares (LMS) predictor. This approach exploits the concept of deep neural networks and their supremacy in terms of performance and accuracy. The new LMS predictor is…
State estimation that combines observational data with mathematical models is central to many applications and is commonly addressed through filtering methods, such as ensemble Kalman filters. In this article, we examine the signal-tracking…
A unified linear algebraic approach to adaptive signal processing (ASP) is presented. Starting from just Ax=b, key ASP algorithms are derived in a simple, systematic, and integrated manner without requiring any background knowledge to the…
Traditional Kalman filter (KF) is derived under the well-known minimum mean square error (MMSE) criterion, which is optimal under Gaussian assumption. However, when the signals are non-Gaussian, especially when the system is disturbed by…