Related papers: Transient Error Analysis of the LMS and RLS Algori…
Research in Graph Signal Processing (GSP) aims to develop tools for processing data defined on irregular graph domains. In this paper we first provide an overview of core ideas in GSP and their connection to conventional digital signal…
Graph signal processing (GSP) studies signals that live on irregular data kernels described by graphs. One fundamental problem in GSP is sampling---from which subset of graph nodes to collect samples in order to reconstruct a bandlimited…
The class of Lq-regularized least squares (LQLS) are considered for estimating a p-dimensional vector \b{eta} from its n noisy linear observations y = X\b{eta}+w. The performance of these schemes are studied under the high-dimensional…
The concept of a random process has been recently extended to graph signals, whereby random graph processes are a class of multivariate stochastic processes whose coefficients are matrices with a \textit{graph-topological} structure. The…
The recent advances in Gravitational-wave astronomy have greatly accelerated the study of Multimessenger astrophysics. There is a need for the development of fast and efficient algorithms to detect non-astrophysical transients and noises…
In large-scale data processing scenarios, data often arrive in sequential streams generated by complex systems that exhibit drifting distributions and time-varying system parameters. This nonstationarity challenges theoretical analysis, as…
Reconstructing a signal on a graph from noisy observations of a subset of the vertices is a fundamental problem in the field of graph signal processing. This paper investigates how sample size affects reconstruction error in the presence of…
Extremum seeking (ES) optimization approach has been very popular due to its non-model based analysis and implementation. This approach has been mostly used with gradient based search algorithms. Since least squares (LS) algorithms are…
This work introduces an ensemble parameter estimation framework that enables the Lumped Parameter Linear Superposition (LPLSP) method to generate reduced order thermal models from a single transient dataset. Unlike earlier implementations…
Generalized linear models (GLMs) arise in high-dimensional machine learning, statistics, communications and signal processing. In this paper we analyze GLMs when the data matrix is random, as relevant in problems such as compressed sensing,…
This work develops robust diffusion recursive least squares algorithms to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. The first algorithm minimizes an exponentially…
An adaptive filter is defined as a digital filter that has the capability of self adjusting its transfer function under the control of some optimizing algorithms. Most common optimizing algorithms are Least Mean Square (LMS) and Recursive…
We study an $\ell_{1}$-regularized generalized least-squares (GLS) estimator for high-dimensional regressions with autocorrelated errors. Specifically, we consider the case where errors are assumed to follow an autoregressive process,…
In this paper, we present the convergence analysis of proportionate-type least mean square (Pt-LMS) algorithm that identifies the sparse system effectively and more suitable for real time VLSI applications. Both first and second order…
The abundance of large and heterogeneous systems is rendering contemporary data more pervasive, intricate, and with a non-regular structure. With classical techniques facing troubles to deal with the irregular (non-Euclidean) domain where…
We develop a Recursive $\mathcal{L}_1$-Regularized Least Squares (SPARLS) algorithm for the estimation of a sparse tap-weight vector in the adaptive filtering setting. The SPARLS algorithm exploits noisy observations of the tap-weight…
In this paper, we propose a low complexity graph-based linear minimum mean square error (LMMSE) equalizer in order to remove inter-symbol and inter-stream interference in multiple input multiple output (MIMO) communication. The proposed…
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…
In this paper, the recursive least squares (RLS) algorithm is considered in the sparse system identification setting. The cost function of RLS algorithm is regularized by a $p$-norm-like ($0 \leq p \leq 1$) constraint of the estimated…
This paper introduces a novel constraint adaptive filtering algorithm based on a relative logarithmic cost function which is termed as Constrained Least Mean Logarithmic Square (CLMLS). The proposed CLMLS algorithm elegantly adjusts the…