“Group Sparse RLS Algorithms” Home

E.M. Eksioglu, Group Sparse RLS Algorithms, International Journal of Adaptive Control and Signal Processing, accepted for publication, 2014.

MATLAB code to generate the group sparsity based RLS algorithm curves:

Group Sparse RLS Matlab code

Abstract:

Group sparsity is one of the important signal priors for regularization of inverse problems. Sparsity with group structure is encountered in numerous applications. However, despite the abundance of sparsity-based adaptive algorithms, attempts at group sparse adaptive methods are very scarce. In this paper, we introduce novel recursive least squares (RLS) adaptive algorithms regularized via penalty functions, which promote group sparsity. We present a new analytic approximation for ℓ_p,0 norm to utilize it as a group sparse regularizer. Simulation results confirm the improved performance of the new group sparse algorithms over regular and sparse RLS algorithms when group sparse structure is present.