Feedback Acquisition and Reconstruction of Spectrum-Sparse Signals by Predictive Level Comparisons

In this letter, we propose a sparsity promoting feedback acquisition and reconstruction scheme for sensing, encoding and subsequent reconstruction of spectrally sparse signals. In the proposed scheme, the spectral components are estimated utilizing a sparsity-promoting, sliding-window algorithm in a feedback loop. Utilizing the estimated spectral components, a level signal is predicted and sign measurements of the prediction error are acquired. The sparsity promoting algorithm can then estimate the spectral components iteratively from the sign measurements. Unlike many batch-based Compressive Sensing (CS) algorithms, our proposed algorithm gradually estimates and follows slow changes in the sparse components utilizing a sliding-window technique. We also consider the scenario in which possible flipping errors in the sign bits propagate along iterations (due to the feedback loop) during reconstruction. We propose an iterative error correction algorithm to cope with this error propagation phenomenon considering a binary-sparse occurrence model on the error sequence. Simulation results show effective performance of the proposed scheme in comparison with the literature

A Stochastic Majorize-Minimize Subspace Algorithm for Online Penalized Least Squares Estimation

Stochastic approximation techniques play an important role in solving many problems encountered in machine learning or adaptive signal processing. In these contexts, the statistics of the data are often unknown a priori or their direct computation is too intensive, and they have thus to be estimated online from the observed signals. For batch optimization of an objective function being the sum of a data fidelity term and a penalization (e.g. a sparsity promoting function), Majorize-Minimize (MM) methods have recently attracted much interest since they are fast, highly flexible, and effective in ensuring convergence. The goal of this paper is to show how these methods can be successfully extended to the case when the data fidelity term corresponds to a least squares criterion and the cost function is replaced by a sequence of stochastic approximations of it. In this context, we propose an online version of an MM subspace algorithm and we study its convergence by using suitable probabilistic tools. Simulation results illustrate the good practical performance of the proposed algorithm associated with a memory gradient subspace, when applied to both non-adaptive and adaptive filter identification problems

Multitask Diffusion Adaptation over Networks

Adaptive networks are suitable for decentralized inference tasks, e.g., to monitor complex natural phenomena. Recent research works have intensively studied distributed optimization problems in the case where the nodes have to estimate a single optimum parameter vector collaboratively. However, there are many important applications that are multitask-oriented in the sense that there are multiple optimum parameter vectors to be inferred simultaneously, in a collaborative manner, over the area covered by the network. In this paper, we employ diffusion strategies to develop distributed algorithms that address multitask problems by minimizing an appropriate mean-square error criterion with $\ell_2$-regularization. The stability and convergence of the algorithm in the mean and in the mean-square sense is analyzed. Simulations are conducted to verify the theoretical findings, and to illustrate how the distributed strategy can be used in several useful applications related to spectral sensing, target localization, and hyperspectral data unmixing.Comment: 29 pages, 11 figures, submitted for publicatio