SPARLS: A Low Complexity Recursive ${\mathcal{L}}_1$-Regularized Least Squares Algorithm

Behtash Babadi, Nicholas Kalouptsidis, Vahid Tarokh

We develop a Recursive ${\mathcal{L}}_1$-Regularized Least Squares (SPARLS) algorithm for the estimation of a sparse tap-weight vector in the adaptive filtering setting. The SPARLS a…