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This work considers Maximum Likelihood Estimation (MLE) of a Toeplitz structured covariance matrix. In this regard, an equivalent reformulation of the MLE problem is introduced and two iterative algorithms are proposed for the optimization of the equivalent statistical learning framework. Both the strategies are based on the Majorization Minimization (MM) paradigm and hence enjoy nice properties such as monotonicity and ensured convergence to a stationary point of the equivalent MLE problem. The proposed framework is also extended to deal with MLE of other practically relevant covariance structures, namely, the banded Toeplitz, block Toeplitz, and Toeplitz-block-Toeplitz. Through numerical simulations, it is shown that the new methods provide excellent performance levels in terms of both mean square estimation error (which is very close to the benchmark Cram\'er-Rao Bound (CRB)) and signal-to-interference-plus-noise ratio, especially in comparison with state of the art strategies., Comment: submitted to IEEE Transactions on Signal Processing. arXiv admin note: substantial text overlap with arXiv:2110.12176

In this paper, we propose two new algorithms for maximum-likelihood estimation (MLE) of high dimensional sparse covariance matrices. Unlike most of the state of-the-art methods, which either use regularization techniques or penalize the likelihood to impose sparsity, we solve the MLE problem based on an estimated covariance graph. More specifically, we propose a two-stage procedure: in the first stage, we determine the sparsity pattern of the target covariance matrix (in other words the marginal independence in the covariance graph under a Gaussian graphical model) using the multiple hypothesis testing method of false discovery rate (FDR), and in the second stage we use either a block coordinate descent approach to estimate the non-zero values or a proximal distance approach that penalizes the distance between the estimated covariance graph and the target covariance matrix. Doing so gives rise to two different methods, each with its own advantage: the coordinate descent approach does not require tuning of any hyper-parameters, whereas the proximal distance approach is computationally fast but requires a careful tuning of the penalty parameter. Both methods are effective even in cases where the number of observed samples is less than the dimension of the data. For performance evaluation, we test the proposed methods on both simulated and real-world data and show that they provide more accurate estimates of the sparse covariance matrix than two state-of-the-art methods.

The Pearson-Matthews correlation coefficient (usually abbreviated MCC) is considered to be one of the most useful metrics for the performance of a binary classification or hypothesis testing method (for the sake of conciseness we will use the classification terminology throughout, but the concepts and methods discussed in the paper apply verbatim to hypothesis testing as well). For multinary classification tasks (with more than two classes) the existing extension of MCC, commonly called the $\text{R}_{\text{K}}$ metric, has also been successfully used in many applications. The present paper begins with an introductory discussion on certain aspects of MCC. Then we go on to discuss the topic of multinary classification that is the main focus of this paper and which, despite its practical and theoretical importance, appears to be less developed than the topic of binary classification. Our discussion of the $\text{R}_{\text{K}}$ is followed by the introduction of two other metrics for multinary classification derived from the multivariate Pearson correlation (MPC) coefficients. We show that both $\text{R}_{\text{K}}$ and the MPC metrics suffer from the problem of not decisively indicating poor classification results when they should, and introduce three new enhanced metrics that do not suffer from this problem. We also present an additional new metric for multinary classification which can be viewed as a direct extension of MCC.

In this paper we propose a new iterative algorithm to solve the fair PCA (FPCA) problem. We start with the max-min fair PCA formulation originally proposed in [1] and derive a simple and efficient iterative algorithm which is based on the minorization-maximization (MM) approach. The proposed algorithm relies on the relaxation of a semi-orthogonality constraint which is proved to be tight at every iteration of the algorithm. The vanilla version of the proposed algorithm requires solving a semi-definite program (SDP) at every iteration, which can be further simplified to a quadratic program by formulating the dual of the surrogate maximization problem. We also propose two important reformulations of the fair PCA problem: a) fair robust PCA -- which can handle outliers in the data, and b) fair sparse PCA -- which can enforce sparsity on the estimated fair principal components. The proposed algorithms are computationally efficient and monotonically increase their respective design objectives at every iteration. An added feature of the proposed algorithms is that they do not require the selection of any hyperparameter (except for the fair sparse PCA case where a penalty parameter that controls the sparsity has to be chosen by the user). We numerically compare the performance of the proposed methods with two of the state-of-the-art approaches on synthetic data sets and a real-life data set.

Factor analysis (FA) or principal component analysis (PCA) models the covariance matrix of the observed data as R = SS' + {\Sigma}, where SS' is the low-rank covariance matrix of the factors (aka latent variables) and {\Sigma} is the diagonal matrix of the noise. When the noise is anisotropic (aka nonuniform in the signal processing literature and heteroscedastic in the statistical literature), the diagonal elements of {\Sigma} cannot be assumed to be identical and they must be estimated jointly with the elements of SS'. The problem of estimating SS' and {\Sigma} in the above covariance model is the central theme of the present paper. After stating this problem in a more formal way, we review the main existing algorithms for solving it. We then go on to show that these algorithms have reliability issues (such as lack of convergence or convergence to infeasible solutions) and therefore they may not be the best possible choice for practical applications. Next we explain how to modify one of these algorithms to improve its convergence properties and we also introduce a new method that we call FAAN (Factor Analysis for Anisotropic Noise). FAAN is a coordinate descent algorithm that iteratively maximizes the normal likelihood function, which is easy to implement in a numerically efficient manner and has excellent convergence properties as illustrated by the numerical examples presented in the paper. Out of the many possible applications of FAAN we focus on the following two: direction-of-arrival (DOA) estimation using array signal processing techniques and portfolio selection for financial asset management.

In this comment, we present a simple alternate derivation to the IRW-FCM algorithm presented in "Iteratively Re-weighted Algorithm for Fuzzy c-Means" for Fuzzy c-Means problem. We show that the iterative steps derived for IRW-FCM algorithm are nothing but steps of the popular Majorization Minimization (MM) algorithm. The derivation presented in this note is much simpler and straightforward and, unlike the derivation of IRW-FCM, the derivation here does not involve introduction of any auxiliary variable. Moreover, by showing the steps of IRW-FCM as the MM algorithm, the inner loop of the IRW-FCM algorithm can be eliminated and the algorithm can be effectively run as a "single loop" algorithm. More precisely, the new MM-based derivation deduces that a single inner loop of IRW-FCM is sufficient to decrease the Fuzzy c-means objective function, which speeds up the IRW-FCM algorithm.

This paper investigates the hybrid source localization problem using the four radio measurements - time of arrival (TOA), time difference of arrival (TDOA), received signal strength (RSS) and angle of arrival (AOA). First, after invoking tractable approximations in the RSS and AOA models, the maximum likelihood estimation (MLE) problem for the hybrid TOA-TDOA-RSS-AOA data model is derived. Then, in the MLE, which has the least-squares objective, weights determined using the range-based characteristics of the four heterogeneous measurements, are introduced. The resultant weighted least-squares problem obtained, which is non-smooth and non-convex, is solved using the principle of the majorization-minimization (MM), leading to an iterative algorithm that has a guaranteed convergence. The key feature of the proposed method is that it provides a unified framework where localization using any possible merger out of these four measurements can be implemented as per the requirement/application. Extensive numerical simulations are conducted to study the estimation efficiency of the proposed method. The proposed method employing all four measurements is compared against a conventionally used method and also against the proposed method employing only limited combinations of the four measurements. The results obtained indicate that the hybrid localization model improves the localization accuracy compared to the heterogeneous measurements. The integration of different measurements also yields good accuracy in the presence of non-line of sight (NLOS) errors.

Source localization techniques incorporating hybrid measurements improve the reliability and accuracy of the location estimate. Given a set of hybrid sensors that can collect combined time of arrival (TOA), received signal strength (RSS) and angle of arrival (AOA) measurements, the localization accuracy can be enhanced further by optimally designing the placements of the hybrid sensors. In this paper, we present an optimal sensor placement methodology, which is based on the principle of majorization-minimization (MM), for hybrid localization technique. We first derive the Cramer-Rao lower bound (CRLB) of the hybrid measurement model, and formulate the design problem using the A-optimal criterion. Next, we introduce an auxiliary variable to reformulate the design problem into an equivalent saddle-point problem, and then construct simple surrogate functions (having closed form solutions) over both primal and dual variables. The application of MM in this paper is distinct from the conventional MM (that is usually developed only over the primal variable), and we believe that the MM framework developed in this paper can be employed to solve many optimization problems. The main advantage of our method over most of the existing state-of-the-art algorithms (which are mostly analytical in nature) is its ability to work for both uncorrelated and correlated noise in the measurements. We also discuss the extension of the proposed algorithm for the optimal placement designs based on D and E optimal criteria. Finally, the performance of the proposed method is studied under different noise conditions and different design parameters.

Dynamic target detection using FMCW waveform is challenging in the presence of interference for different radar applications. Degradation in SNR is irreparable and interference is difficult to mitigate in time and frequency domain. In this paper, a waveform design problem is addressed using the Majorization-Minimization (MM) framework by considering PSL/ISL cost functions, resulting in a code sequence with Doppler-tolerance characteristics of an FMCW waveform and interference immune characteristics of a tailored PMCW waveform (unique phase code + minimal ISL/PSL). The optimal design sequences possess polynomial phase behavior of degree Q amongst its sub-sequences and obtain optimal ISL and PSL solutions with guaranteed convergence. By tuning the optimization parameters such as degree Q of the polynomial phase behavior, sub-sequence length M and the total number of sub-sequences L, the optimized sequences can be as Doppler tolerant as FMCW waveform in one end, and they can possess small cross-correlation values similar to random-phase sequences in PMCW waveform on the other end. If required in the event of acute interference, new codes can be generated in the runtime which have low cross-correlation with the interferers. The performance analysis indicates that the proposed method outperforms the state-of-the-art counterparts.

In this letter, we propose an algorithm for learning a sparse weighted graph by estimating its adjacency matrix under the assumption that the observed signals vary smoothly over the nodes of the graph. The proposed algorithm is based on the principle of majorization-minimization (MM), wherein we first obtain a tight surrogate function for the graph learning objective and then solve the resultant surrogate problem which has a simple closed form solution. The proposed algorithm does not require tuning of any hyperparameter and it has the desirable feature of eliminating the inactive variables in the course of the iterations - which can help speeding up the algorithm. The numerical simulations conducted using both synthetic and real world (brain-network) data show that the proposed algorithm converges faster, in terms of the average number of iterations, than several existing methods in the literature.

This work considers Maximum Likelihood Estimation (MLE) of a Toeplitz structured covariance matrix. In this regard, an equivalent reformulation of the MLE problem is introduced and two iterative algorithms are proposed for the optimization of the equivalent problem. Both the strategies are based on the Majorization Minimization (MM) framework and hence enjoy nice properties such as monotonicity and ensured convergence to a stationary point of the equivalent MLE problem. The proposed algorithms are also extended to deal with MLE of other related covariance structures, namely, the banded Toeplitz, Toeplitz-block-Toeplitz, low rank Toeplitz structure plus a scalar matrix (accounting for white noise), and finally Toeplitz matrices satisfying a condition number constraint. Through numerical simulations, it is shown that new methods provide satisfactory performance levels in terms of both mean square estimation error and signal-to-interference-plus-noise ratio.

In this paper, we introduce a novel iterative algorithm for the problem of phase-retrieval where the measurements consist of only the magnitude of linear function of the unknown signal, and the noise in the measurements follow Poisson distribution. The proposed algorithm is based on the principle of majorization-minimization (MM); however, the application of MM here is very novel and distinct from the way MM has been usually used to solve optimization problems in the literature. More precisely, we reformulate the original minimization problem into a saddle point problem by invoking Fenchel dual representation of the log (.) term in the Poisson likelihood function. We then propose tighter surrogate functions over both primal and dual variables resulting in a double-loop MM algorithm, which we have named as Primal-Dual Majorization-Minimization (PDMM) algorithm. The iterative steps of the resulting algorithm are simple to implement and involve only computing matrix vector products. We also extend our algorithm to handle various L1 regularized Poisson phase-retrieval problems (which exploit sparsity). The proposed algorithm is compared with previously proposed algorithms such as wirtinger flow (WF), MM (conventional), and alternating direction methods of multipliers (ADMM) for the Poisson data model. The simulation results under different experimental settings show that PDMM is faster than the competing methods, and its performance in recovering the original signal is at par with the state-of-the-art algorithms.

Source localization plays a key role in many applications including radar, wireless and underwater communications. Among various localization methods, the most popular ones are Time-Of-Arrival (TOA), Time-Difference-Of-Arrival (TDOA), and Received Signal Strength (RSS) based. Since the Cram\'{e}r-Rao lower bounds (CRLB) of these methods depend on the sensor geometry explicitly, sensor placement becomes a crucial issue in source localization applications. In this paper, we consider finding the optimal sensor placements for the TOA, TDOA and RSS based localization scenarios. We first unify the three localization models by a generalized problem formulation based on the CRLB-related metric. Then a unified optimization framework for optimal sensor placement (UTMOST) is developed through the combination of the alternating direction method of multipliers (ADMM) and majorization-minimization (MM) techniques. Unlike the majority of the state-of-the-art works, the proposed UTMOST neither approximates the design criterion nor considers only uncorrelated noise in the measurements. It can readily adapt to to different design criteria (i.e. A, D and E-optimality) with slight modifications within the framework and yield the optimal sensor placements correspondingly. Extensive numerical experiments are performed to exhibit the efficacy and flexibility of the proposed framework.

Sequences having better autocorrelation properties play a crucial role in enhancing the performance of active sensing systems. Hence, sequences with good autocorrelation properties are very much in demand. In this paper, we addressed the problem of designing a unimodular sequence having better side-lobe levels. We formulated it as a constrained optimization problem comprising the Integrated Side-lobe Level (ISL) metric and then proposed an effective algorithm (named UNIPOL - UNImodular sequence design via a separable iterative POLynomial optimization) where we perform the polynomial optimization at every iteration. The novelty of the paper comes from deriving a quartic majorization function that is separable in the sequence variables and that can be minimized parallelly. To evaluate the performance of our proposed algorithm we perform the numerical experiments for different sequence lengths and confirm that our proposed algorithm is the fastest algorithm to attain an actual optimum minimizer of the ISL metric. Our proposed algorithm is also computationally efficient due to its ease of implementation using the FFT, IFFT operations in a parallel fashion., Comment: 9 pages 7 figures

Multiple-input multiple-output (MIMO) radars transmit a set of sequences that exhibit small cross-correlation sidelobes, to enhance sensing performance by separating them at the matched filter outputs. The waveforms also require small auto-correlation sidelobes to avoid masking of weak targets by the range sidelobes of strong targets and to mitigate deleterious effects of distributed clutter. In light of these requirements, in this paper, we design a set of phase-only (constant modulus) sequences that exhibit near-optimal properties in terms of Peak Sidelobe Level (PSL) and Integrated Sidelobe Level (ISL). At the design stage, we adopt weighted lp-norm of auto- and cross-correlation sidelobes as the objective function and minimize it for a general p value, using block successive upper bound minimization (BSUM). Considering the limitation of radar amplifiers, we design unimodular sequences which make the design problem non-convex and NP-hard. To tackle the problem, in every iteration of the BSUM algorithm, we introduce different local approximation functions and optimize them concerning a block, containing a code entry or a code vector. The numerical results show that the performance of the optimized set of sequences outperforms the state-of-the-art counterparts, in both terms of PSL values and computational time.

Constant modulus sequence set with low peak side-lobe level is a necessity for enhancing the performance of modern active sensing systems like Multiple Input Multiple Output (MIMO) RADARs. In this paper, we consider the problem of designing a constant modulus sequence set by minimizing the peak side-lobe level, which can be cast as a non-convex minimax problem, and propose a Majorization-Minimization technique based iterative monotonic algorithm. The iterative steps of our algorithm are computationally not very demanding and they can be efficiently implemented via Fast Fourier Transform (FFT) operations. We also establish the convergence of our proposed algorithm and discuss the computational and space complexities of the algorithm. Finally, through numerical simulations, we illustrate the performance of our method with the state-of-the-art methods. To highlight the potential of our approach, we evaluate the performance of the sequence set designed via our approach in the context of probing sequence set design for MIMO RADAR angle-range imaging application and show results exhibiting good performance of our method when compared with other commonly used sequence set design approaches.

Unimodular/Phase only sequence having impulse like aperiodic auto-correlation function plays a central role in the applications of RADAR, SONAR, Cryptography, and Wireless (CDMA) Communication Systems. In this paper, we propose a fast iterative algorithm to design phase only sequences of arbitrary lengths by minimizing the Integrated Side-lobe Level (ISL) metric, which is very closely related to the auto-correlation property of a sequence. The ISL minimization problem is solved iteratively by using the Majorization-Minimization (MM) technique, which ensures a monotonic convergence to the stationary minimum point. To highlight the performance of a proposed algorithm, we conduct the numerical experiments for different sequence lengths using different initializations and also compare them with the existing algorithms. Numerical simulations show that irrespective of the sequence length and initialization, the proposed algorithm is performing better than the state-of-the-art algorithms in terms of speed of convergence. We also show a computationally efficient way to implement our proposed algorithm by using the FFT and IFFT operations., Comment: 24 pages, 6 figures

Constant modulus sequence having lower side-lobe levels in its auto-correlation function plays an important role in the applications like SONAR, RADAR and digital communication systems. In this paper, we consider the problem of minimizing the Integrated Sidelobe Level (ISL) metric, to design a complex unimodular sequence of any length. The underlying optimization problem is solved iteratively using the Block Majorization-Minimization(MM) technique, which ensures that the resultant algorithm to be monotonic. We also show a computationally efficient way to implement the algorithm using Fast Fourier Transform (FFT) and Inverse Fast Fourier Transform (IFFT) operations. Numerical experiments were conducted to compare the proposed algorithm with the state-of-the art algorithms and was found that the proposed algorithm performs better in terms of computational complexity and speed of convergence.

In this letter, we revisit the problem of maximum likelihood estimation (MLE) of parameters of Gaussian Mixture Model (GMM) and show a new derivation for its parameters. The new derivation, unlike the classical approach employing the technique of expectation-maximization (EM), is straightforward and doesn't invoke any hidden or latent variables and calculation of the conditional density function. The new derivation is based on the approach of minorization-maximization and involves finding a tighter lower bound of the log-likelihood criterion. The update steps of the parameters, obtained via the new derivation, are same as the update steps obtained via the classical EM algorithm.

This paper proposes a novel algorithm to determine the optimal placement of redundant inertial sensors such as accelerometers and gyroscopes (gyros) for increasing the sensing accuracy. In this paper, we have proposed a novel iterative algorithm to find the optimal sensor configuration. The proposed algorithm utilizes the majorization-minimization (MM) algorithm and the duality principle to find the optimal configuration. Unlike the state-of-the-art which are mainly geometrical in nature and restricted to certain noise statistics, the proposed algorithm gives the exact positions of the sensors, and moreover, the proposed algorithm is independent of the nature of the noise at different sensors. The proposed alogrithm has been implemented and tested via numerical simulation in the MATLAB. The simulation results show that the algorithm converges to the optimal configurations and show the effectiveness of the proposed algorithm.

Phase noise correction is crucial to exploit full advantage of orthogonal frequency division multiplexing (OFDM) in modern high-data-rate communications. OFDM channel estimation with simultaneous phase noise compensation has therefore drawn much attention and stimulated continuing efforts. Existing methods, however, either have not taken into account the fundamental properties of phase noise or are only able to provide estimates of limited applicability owing to considerable computational complexity. In this paper, we have reformulated the joint estimation problem in the time domain as opposed to existing frequency-domain approaches, which enables us to develop much more efficient algorithms using the majorization-minimization technique. In addition, we propose a method based on dimensionality reduction and the Bayesian Information Criterion (BIC) that can adapt to various phase noise levels and accomplish much lower mean squared error than the benchmarks without incurring much additional computational cost. Several numerical examples with phase noise generated by free-running oscillators or phase-locked loops demonstrate that our proposed algorithms outperform existing methods with respect to both computational efficiency and mean squared error within a large range of signal-to-noise ratios.

PAR-constrained sequences are widely used in communication systems and radars due to various practical needs; specifically, sequences are required to be unimodular or of low peak-to-average power ratio (PAR). For unimodular sequence design, plenty of efforts have been devoted to obtaining good correlation properties. Regarding channel estimation, however, sequences of such properties do not necessarily help produce optimal estimates. Tailored unimodular sequences for the specific criterion concerned are desirable especially when the prior knowledge of the channel is taken into account as well. In this paper, we formulate the problem of optimal unimodular sequence design for minimum mean square error estimation of the channel impulse response and conditional mutual information maximization, respectively. Efficient algorithms based on the majorization-minimization framework are proposed for both problems with guaranteed convergence. As the unimodular constraint is a special case of the low PAR constraint, optimal sequences of low PAR are also considered. Numerical examples are provided to show the performance of the proposed training sequences, with the efficiency of the derived algorithms demonstrated.

The problem of estimating sparse eigenvectors of a symmetric matrix attracts a lot of attention in many applications, especially those with high dimensional data set. While classical eigenvectors can be obtained as the solution of a maximization problem, existing approaches formulate this problem by adding a penalty term into the objective function that encourages a sparse solution. However, the resulting methods achieve sparsity at the expense of sacrificing the orthogonality property. In this paper, we develop a new method to estimate dominant sparse eigenvectors without trading off their orthogonality. The problem is highly non-convex and hard to handle. We apply the MM framework where we iteratively maximize a tight lower bound (surrogate function) of the objective function over the Stiefel manifold. The inner maximization problem turns out to be a rectangular Procrustes problem, which has a closed form solution. In addition, we propose a method to improve the covariance estimation problem when its underlying eigenvectors are known to be sparse. We use the eigenvalue decomposition of the covariance matrix to formulate an optimization problem where we impose sparsity on the corresponding eigenvectors. Numerical experiments show that the proposed eigenvector extraction algorithm matches or outperforms existing algorithms in terms of support recovery and explained variance, while the covariance estimation algorithms improve significantly the sample covariance estimator.

This paper considers the phase retrieval problem in which measurements consist of only the magnitude of several linear measurements of the unknown, e.g., spectral components of a time sequence. We develop low-complexity algorithms with superior performance based on the majorization-minimization (MM) framework. The proposed algorithms are referred to as PRIME: Phase Retrieval vIa the Majorization-minimization techniquE. They are preferred to existing benchmark methods since at each iteration a simple surrogate problem is solved with a closed-form solution that monotonically decreases the original objective function. In total, four algorithms are proposed using different majorization-minimization techniques. Experimental results validate that our algorithms outperform existing methods in terms of successful recovery and mean square error under various settings.

Sets of sequences with good correlation properties are desired in many active sensing and communication systems, e.g., multiple-input-multiple-output (MIMO) radar systems and code-division multiple-access (CDMA) cellular systems. In this paper, we consider the problems of designing complementary sets of sequences (CSS) and also sequence sets with both good auto- and cross-correlation properties. Algorithms based on the general majorization-minimization method are developed to tackle the optimization problems arising from the sequence set design problems. All the proposed algorithms can be implemented by means of the fast Fourier transform (FFT) and thus are computationally efficient and capable of designing sets of very long sequences. A number of numerical examples are provided to demonstrate the performance of the proposed algorithms.

This paper considers the problem of robustly estimating a structured covariance matrix with an elliptical underlying distribution with known mean. In applications where the covariance matrix naturally possesses a certain structure, taking the prior structure information into account in the estimation procedure is beneficial to improve the estimation accuracy. We propose incorporating the prior structure information into Tyler's M-estimator and formulate the problem as minimizing the cost function of Tyler's estimator under the prior structural constraint. First, the estimation under a general convex structural constraint is introduced with an efficient algorithm for finding the estimator derived based on the majorization minimization (MM) algorithm framework. Then, the algorithm is tailored to several special structures that enjoy a wide range of applications in signal processing related fields, namely, sum of rank-one matrices, Toeplitz, and banded Toeplitz structure. In addition, two types of non-convex structures, i.e., the Kronecker structure and the spiked covariance structure, are also discussed, where it is shown that simple algorithms can be derived under the guidelines of MM. Numerical results show that the proposed estimator achieves a smaller estimation error than the benchmark estimators at a lower computational cost.

Sequences with low aperiodic autocorrelation sidelobes are well known to have extensive applications in active sensing and communication systems. In this paper, we consider the problem of minimizing the weighted integrated sidelobe level (WISL), which can be used to design sequences with impulse-like autocorrelation and zero (or low) correlation zone. Two algorithms based on the general majorization-minimization method are developed to tackle the WISL minimization problem and the convergence to a stationary point is guaranteed. In addition, the proposed algorithms can be implemented via fast Fourier transform (FFT) operations and thus are computationally efficient, and an acceleration scheme has been considered to further accelerate the algorithms. Moreover, the proposed methods are extended to optimize the $\ell_{p}$-norm of the autocorrelation sidelobes, which lead to a way to minimize the peak sidelobe level (PSL) criterion. Numerical experiments show that the proposed algorithms can efficiently generate sequences with virtually zero autocorrelation sidelobes in a specified lag interval and can also produce very long sequences with much smaller PSL compared with some well known analytical sequences., Comment: arXiv admin note: text overlap with arXiv:1501.02252

Unimodular sequences with low autocorrelations are desired in many applications, especially in the area of radar and code-division multiple access (CDMA). In this paper, we propose a new algorithm to design unimodular sequences with low integrated sidelobe level (ISL), which is a widely used measure of the goodness of a sequence's correlation property. The algorithm falls into the general framework of majorization-minimization (MM) algorithms and thus shares the monotonic property of such algorithms. In addition, the algorithm can be implemented via fast Fourier transform (FFT) operations and thus is computationally efficient. Furthermore, after some modifications the algorithm can be adapted to incorporate spectral constraints, which makes the design more flexible. Numerical experiments show that the proposed algorithms outperform existing algorithms in terms of both the quality of designed sequences and the computational complexity.

In this paper, we consider an $\ell_{0}$-norm penalized formulation of the generalized eigenvalue problem (GEP), aimed at extracting the leading sparse generalized eigenvector of a matrix pair. The formulation involves maximization of a discontinuous nonconcave objective function over a nonconvex constraint set, and is therefore computationally intractable. To tackle the problem, we first approximate the $\ell_{0}$-norm by a continuous surrogate function. Then an algorithm is developed via iteratively majorizing the surrogate function by a quadratic separable function, which at each iteration reduces to a regular generalized eigenvalue problem. A preconditioned steepest ascent algorithm for finding the leading generalized eigenvector is provided. A systematic way based on smoothing is proposed to deal with the "singularity issue" that arises when a quadratic function is used to majorize the nondifferentiable surrogate function. For sparse GEPs with special structure, algorithms that admit a closed-form solution at every iteration are derived. Numerical experiments show that the proposed algorithms match or outperform existing algorithms in terms of computational complexity and support recovery.

This paper considers the regularized Tyler's scatter estimator for elliptical distributions, which has received considerable attention recently. Various types of shrinkage Tyler's estimators have been proposed in the literature and proved work effectively in the "small n large p" scenario. Nevertheless, the existence and uniqueness properties of the estimators are not thoroughly studied, and in certain cases the algorithms may fail to converge. In this work, we provide a general result that analyzes the sufficient condition for the existence of a family of shrinkage Tyler's estimators, which quantitatively shows that regularization indeed reduces the number of required samples for estimation and the convergence of the algorithms for the estimators. For two specific shrinkage Tyler's estimators, we also proved that the condition is necessary and the estimator is unique. Finally, we show that the two estimators are actually equivalent. Numerical algorithms are also derived based on the majorization-minimization framework, under which the convergence is analyzed systematically.