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RECURSIVE LEAST-SQUARES ALGORITHMS FOR SPARSE SYSTEM MODELING

Abstract: 

In this paper, we propose some sparsity aware algorithms, namely the Recursive least-Squares for sparse systems (S-RLS) and l0-norm Recursive least-Squares (l0-RLS), in order to exploit the sparsity of an unknown system. The first algorithm, applies a discard function on the weight vector to disregard the coefficients close to zero during the update process. The second algorithm, employs the sparsity-promoting scheme via some non-convex approximations to the l0-norm. In addition, we consider the respective versions of these algorithms in data-selective versions in order to reduce the update rate. Simulation results show similar performance when comparing the proposed algorithms with standard Recursive Least-Squares (RLS) algorithm while the proposed algorithms require lower computational complexity.

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Paper Details

Authors:
Hamed Yazdanpanah, Paulo Sergio Ramirez Diniz
Submitted On:
3 March 2017 - 9:25pm
Short Link:
Type:
Presentation Slides
Event:
Presenter's Name:
Prof. Jose Carlos M. Bermudez
Paper Code:
SPTM-L3.5
Document Year:
2017
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RECURSIVE LEAST-SQUARES ALGORITHMS FOR SPARSE SYSTEM MODELING

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[1] Hamed Yazdanpanah, Paulo Sergio Ramirez Diniz, "RECURSIVE LEAST-SQUARES ALGORITHMS FOR SPARSE SYSTEM MODELING", IEEE SigPort, 2017. [Online]. Available: http://sigport.org/1621. Accessed: Jul. 20, 2019.
@article{1621-17,
url = {http://sigport.org/1621},
author = {Hamed Yazdanpanah; Paulo Sergio Ramirez Diniz },
publisher = {IEEE SigPort},
title = {RECURSIVE LEAST-SQUARES ALGORITHMS FOR SPARSE SYSTEM MODELING},
year = {2017} }
TY - EJOUR
T1 - RECURSIVE LEAST-SQUARES ALGORITHMS FOR SPARSE SYSTEM MODELING
AU - Hamed Yazdanpanah; Paulo Sergio Ramirez Diniz
PY - 2017
PB - IEEE SigPort
UR - http://sigport.org/1621
ER -
Hamed Yazdanpanah, Paulo Sergio Ramirez Diniz. (2017). RECURSIVE LEAST-SQUARES ALGORITHMS FOR SPARSE SYSTEM MODELING. IEEE SigPort. http://sigport.org/1621
Hamed Yazdanpanah, Paulo Sergio Ramirez Diniz, 2017. RECURSIVE LEAST-SQUARES ALGORITHMS FOR SPARSE SYSTEM MODELING. Available at: http://sigport.org/1621.
Hamed Yazdanpanah, Paulo Sergio Ramirez Diniz. (2017). "RECURSIVE LEAST-SQUARES ALGORITHMS FOR SPARSE SYSTEM MODELING." Web.
1. Hamed Yazdanpanah, Paulo Sergio Ramirez Diniz. RECURSIVE LEAST-SQUARES ALGORITHMS FOR SPARSE SYSTEM MODELING [Internet]. IEEE SigPort; 2017. Available from : http://sigport.org/1621