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)
Run the file: RunMe.m
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
}
The software is distributed under 3-Clause BSD License (https://opensource.org/licenses/BSD-3-Clause).
Konstantinos Slavakis, University at Buffalo, The State University of New York (http://www.acsu.buffalo.edu/~kslavaki/index.html)
The work was supported by the National Science Foundation (NSF) under Grants 1525194 and 1718796.