Greedy Sparse RLS

Starting from the orthogonal (greedy) least squares method, we build an adaptive algorithm for finding online sparse solutions to linear systems. The algorithm belongs to the exponentially windowed recursive least squares (RLS) family and maintains a partial orthogonal factorization with pivoting of...

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Bibliographic Details
Published in:	IEEE transactions on signal processing Vol. 60; no. 5; pp. 2194 - 2207
Main Authors:	Dumitrescu, B., Onose, A., Helin, P., Tabus, I.
Format:	Journal Article
Language:	English
Published:	New York, NY IEEE 01.05.2012 Institute of Electrical and Electronics Engineers The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Adaptive algorithms Algorithms Applied sciences Approximation algorithms audio coding channel identification Channels Coding, codes Computation Construction Criteria Detection, estimation, filtering, equalization, prediction Exact sciences and technology Factorization Information theory Information, signal and communications theory Least squares approximation Least squares method Matching pursuit algorithms Mathematical models Miscellaneous orthogonal least squares Signal and communications theory Signal processing Signal processing algorithms Signal, noise sparse filters Studies Telecommunications and information theory Vectors channel identification Time variable channel Lossless circuit Audio signal processing Adaptive algorithm Adaptive algorithms Acoustic signal processing Recursive algorithm Factorization Linear prediction Audio coding Linear system Simulation sparse filters Least squares method On line processing orthogonal least squares Greedy algorithm Recursive method Signal processing Least mean squares methods Information theory
ISSN:	1053-587X, 1941-0476
Online Access:	Get full text
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