Kavli Affiliate: Wei Gao | First 5 Authors: Wei Gao, Jie Chen, Cédric Richard, Wentao Shi, Qunfei Zhang | Summary: The recursive least-squares algorithm with $ell_1$-norm regularization ($ell_1$-RLS) exhibits excellent performance in terms of convergence rate and steady-state error in identification of sparse systems. Nevertheless few works have studied its stochastic behavior, in particular its […]
Continue.. Transient Performance Analysis of the $ell_1$-RLS