Zero attracting recursive least squares algorithms

Hong, X. ORCID: https://orcid.org/0000-0002-6832-2298, Gao, J. and Chen, S. (2017) Zero attracting recursive least squares algorithms. IEEE Transactions on Vehicular Technology, 66 (1). 213 -221. ISSN 0018-9545 doi: 10.1109/TVT.2016.2533664

Abstract/Summary

The l1-norm sparsity constraint is a widely used technique for constructing sparse models. In this contribution, two zero-attracting recursive least squares algorithms, referred to as ZA-RLS-I and ZA-RLS-II, are derived by employing the l1-norm of parameter vector constraint to facilitate the model sparsity. In order to achieve a closed-form solution, the l1-norm of the parameter vector is approximated by an adaptively weighted l2-norm, in which the weighting factors are set as the inversion of the associated l1-norm of parameter estimates that are readily available in the adaptive learning environment. ZA-RLS-II is computationally more efficient than ZA-RLS-I by exploiting the known results from linear algebra as well as the sparsity of the system. The proposed algorithms are proven to converge, and adaptive sparse channel estimation is used to demonstrate the effectiveness of the proposed approach.

Item Type	Article
URI	https://reading-clone.eprints-hosting.org/id/eprint/65511
Item Type	Article
Refereed	Yes
Divisions	Science > School of Mathematical, Physical and Computational Sciences > Department of Computer Science
Publisher	IEEE
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