3,745 research outputs found
Recursive Compressed Sensing
We introduce a recursive algorithm for performing compressed sensing on
streaming data. The approach consists of a) recursive encoding, where we sample
the input stream via overlapping windowing and make use of the previous
measurement in obtaining the next one, and b) recursive decoding, where the
signal estimate from the previous window is utilized in order to achieve faster
convergence in an iterative optimization scheme applied to decode the new one.
To remove estimation bias, a two-step estimation procedure is proposed
comprising support set detection and signal amplitude estimation. Estimation
accuracy is enhanced by a non-linear voting method and averaging estimates over
multiple windows. We analyze the computational complexity and estimation error,
and show that the normalized error variance asymptotically goes to zero for
sublinear sparsity. Our simulation results show speed up of an order of
magnitude over traditional CS, while obtaining significantly lower
reconstruction error under mild conditions on the signal magnitudes and the
noise level.Comment: Submitted to IEEE Transactions on Information Theor
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
On Recursive Edit Distance Kernels with Application to Time Series Classification
This paper proposes some extensions to the work on kernels dedicated to
string or time series global alignment based on the aggregation of scores
obtained by local alignments. The extensions we propose allow to construct,
from classical recursive definition of elastic distances, recursive edit
distance (or time-warp) kernels that are positive definite if some sufficient
conditions are satisfied. The sufficient conditions we end-up with are original
and weaker than those proposed in earlier works, although a recursive
regularizing term is required to get the proof of the positive definiteness as
a direct consequence of the Haussler's convolution theorem. The classification
experiment we conducted on three classical time warp distances (two of which
being metrics), using Support Vector Machine classifier, leads to conclude
that, when the pairwise distance matrix obtained from the training data is
\textit{far} from definiteness, the positive definite recursive elastic kernels
outperform in general the distance substituting kernels for the classical
elastic distances we have tested.Comment: 14 page
Blind adaptive constrained reduced-rank parameter estimation based on constant modulus design for CDMA interference suppression
This paper proposes a multistage decomposition for blind adaptive parameter estimation in the Krylov subspace with the code-constrained constant modulus (CCM) design criterion. Based on constrained optimization of the constant modulus cost function and utilizing the Lanczos algorithm and Arnoldi-like iterations, a multistage decomposition is developed for blind parameter estimation. A family of computationally efficient blind adaptive reduced-rank stochastic gradient (SG) and recursive least squares (RLS) type algorithms along with an automatic rank selection procedure are also devised and evaluated against existing methods. An analysis of the convergence properties of the method is carried out and convergence conditions for the reduced-rank adaptive algorithms are established. Simulation results consider the application of the proposed techniques to the suppression of multiaccess and intersymbol interference in DS-CDMA systems
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