Step-adaptive Approximate Least Squares

Description

Recently, we proposed approximate least squares (ALS), a low complexity approach to solve the linear least squares problem. In this work we present the step-adaptive linear least squares (SALS) algorithm, an extension of the ALS approach that significantly reduces its approximation error. We theoretically motivate the extension of the algorithm, and introduce a low complexity implementation scheme. Our performance simulations exhibit that SALS features a practi- cally negligible error compared to the exact LS solution that is achieved with only a marginal complexity increase com- pared to ALS. This performance gain is achieved with about the same low computational complexity as the original ALS approach.

Period	02 Sept 2015
Event title	23rd European Signal Processing Conference (EUSIPCO)
Event type	Conference
Location	FranceShow on map