Online Adaptive Estimation of Sparse Signals: Where RLS Meets the \ell₁-Norm

DOI10.1109/TSP.2010.2046897MaRDI QIDQ4570346zbMATH OpenFDO

Authors Daniele Angelosante, Juan Andrés Bazerque, Georgios B. Giannakis

Publication date 9 July 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TSP.2010.2046897

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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• Compressed least squares algorithm of continuous-time linear stochastic regression model using sampling data
• Mixed norm regularized recursive total least squares for group sparse system identification

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