相关论文: Multi-Layered Recursive Least Squares for Time-Var…
The recursive least-squares (RLS) algorithm has well-documented merits for reducing complexity and storage requirements, when it comes to online estimation of stationary signals as well as for tracking slowly-varying nonstationary…
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…
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…
This paper presents novel adaptive space-time reduced-rank interference suppression least squares algorithms based on joint iterative optimization of parameter vectors. The proposed space-time reduced-rank scheme consists of a joint…
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…
Recursive least squares (RLS) is derived as the recursive minimizer of the least-squares cost function. Moreover, it is well known that RLS is a special case of the Kalman filter. This work presents the Kalman filter least squares (KFLS)…
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…
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 simultaneous transmit and receive (STAR) wireless communications, digital self-interference (SI) cancellation is required before estimating the remote transmission (RT) channel. Considering the inherent connection between SI channel…
Given a linear regression setting, Iterative Least Trimmed Squares (ILTS) involves alternating between (a) selecting the subset of samples with lowest current loss, and (b) re-fitting the linear model only on that subset. Both steps are…
This paper investigates the optimality analysis of the recursive least-squares (RLS) algorithm for autoregressive systems with exogenous inputs (ARX systems). A key challenge in analyzing is managing the potential unboundedness of the…
Underwater communication signals typically suffer from distortion due to motion-induced Doppler. Especially in shallow water environments, recovering the signal is challenging due to the time-varying Doppler effects distorting each path…
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…
Recently, the l0-least mean square (l0-LMS) algorithm has been proposed to identify sparse linear systems by employing a sparsity-promoting continuous function as an approximation of l0 pseudonorm penalty. However, the performance of this…
In this paper, an adaptive observer is proposed for multi-input multi-output (MIMO) discrete-time linear time-invariant (LTI) systems. Unlike existing MIMO adaptive observer designs, the proposed approach is applicable to LTI systems in…
We propose a recursive least-squares method with multiple forgetting schemes to track time-varying model parameters which change with different rates. Our approach hinges on the reformulation of the classic recursive least-squares with…
Trajectory prediction plays a pivotal role in the field of intelligent vehicles. It currently suffers from several challenges,e.g., accumulative error in rollout process and weak adaptability in various scenarios. This paper proposes a…
Multiplicative errors in addition to spatially referenced observations often arise in geodetic applications, particularly in surface estimation with light detection and ranging (LiDAR) measurements. However, spatial regression involving…
Invariable step size based least-mean-square error (ISS-LMS) was considered as a very simple adaptive filtering algorithm and hence it has been widely utilized in many applications, such as adaptive channel estimation. It is well known that…
The autocovariance least squares (ALS) method is a computationally efficient approach for estimating noise covariances in Kalman filters without requiring specific noise models. However, conventional ALS and its variants rely on the classic…