Y. Kopsinis, K. Slavakis, S. Theodoridis, S. McLaughlin
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Reduced complexity online sparse signal reconstruction using projections onto weighted ℓ1 balls
This paper presents a novel online method for sparse signal reconstruction. In particular, the notion of sub-dimensional projections is introduced, which allows a significant complexity reduction in the Adaptive Projection-based Algorithm using Weighted ℓ1 balls (APWL1). This is achieved without sacrificing performance. The proposed method is evaluated in both stationary and time-varying environments and its performance is compared with state-of-the-art online and batch LASSO-based methods.