dc.contributor.author Babadi, Behtash dc.contributor.author Kalouptsidis, Nicholas dc.contributor.author Tarokh, Vahid dc.date.accessioned 2011-01-26T14:16:15Z dc.date.issued 2010 dc.identifier.citation Babadi, Behtash, Nicholas Kalouptsidis, and Vahid Tarokh. 2010. SPARLS: The sparse RLS algorithm. IEEE Transactions on Signal Processing 58(8): 4013-4025. en_US dc.identifier.issn 1053-587X en_US dc.identifier.uri http://nrs.harvard.edu/urn-3:HUL.InstRepos:4687196 dc.description.abstract We develop a recursive ${cal L}_{1}$-regularized least squares (SPARLS) algorithm for the estimation of a sparse tap-weight vector in the adaptive filtering setting. The SPARLS algorithm exploits noisy observations of the tap-weight vector output stream and produces its estimate using an expectation-maximization type algorithm. We prove the convergence of the SPARLS algorithm to a near-optimal estimate in a stationary environment and present analytical results for the steady state error. Simulation studies in the context of channel estimation, employing multipath wireless channels, show that the SPARLS algorithm has significant improvement over the conventional widely used recursive least squares (RLS) algorithm in terms of mean squared error (MSE). Moreover, these simulation studies suggest that the SPARLS algorithm (with slight modifications) can operate with lower computational requirements than the RLS algorithm, when applied to tap-weight vectors with fixed support. en_US dc.description.sponsorship Engineering and Applied Sciences en_US dc.language.iso en_US en_US dc.publisher Institute of Electrical and Electronics Engineers en_US dc.relation.isversionof doi:10.1109/TSP.2010.2048103 en_US dash.license OAP dc.subject adaptive filters en_US dc.subject compressed sensing en_US dc.subject sparse system identification en_US dc.title SPARLS: The Sparse RLS Algorithm en_US dc.type Journal Article en_US dc.description.version Accepted Manuscript en_US dc.relation.journal IEEE Transactions on Signal Processing en_US dash.depositing.author Tarokh, Vahid dc.date.available 2011-01-26T14:16:15Z dc.identifier.doi 10.1109/TSP.2010.2048103 * dash.contributor.affiliated Tarokh, Vahid dash.contributor.affiliated Babadi, Behtash
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