S-FM-HSDM

Matlab code for the numerical tests of the paper:

K. Slavakis, "The stochastic Fejér-monotone hybrid steepest descent method and the hierarchical RLS," IEEE Transactions on Signal Processing, vol. 67, no. 11, pp. 2868-2883, June 2019. (DOI: https://doi.org/10.1109/TSP.2019.2907257)

Usage

Run the file: RunMe.m

Citation

Cite as:

@article{, 
author = {Slavakis, K}, 
journal = {IEEE Transactions on Signal Processing}, 
title = {The stochastic {F}ej{\'e}r-monotone hybrid steepest descent method and the hierarchical {RLS}}, 
year = {2019}, 
volume = {67}, 
number = {11}, 
pages = {2868--2883}, 
optdoi = {10.1109/TSP.2019.2907257}, 
optISSN = {1053-587X}, 
month = jun
}

License

The software is distributed under 3-Clause BSD License (https://opensource.org/licenses/BSD-3-Clause).

About us

Contributor

Konstantinos Slavakis

Acknowledgements

The work was supported by the National Science Foundation (NSF) under Grants 1525194 and 1718796.