Efficient LED-SAC Sparse Estimator Using Fast Sequential Adaptive Coordinate-Wise Optimization (LED-2SAC)

Algorithm 1

The pseudo code of the LED-2SAC algorithm.

Fast LED-SAC Algorithm

for 𝑛=1,2,…,𝑛_max

 Obtain 𝑦_𝑛 and the corresponding 𝐱_𝑖

 Update 𝐂_𝛼(𝑛) via (13)

 Update 𝛽𝑛,𝑗 for 𝑗=1,…,𝑑 via (14)

 Obtain the index of the 𝑚 most effective set of coordinates via (11), as Ω

 Update 𝜃^𝑗_(𝑛)=𝜃^𝑗_(𝑛−1),∀𝑗∉Ω

 Update 𝜃^𝑗_(𝑛),∀𝑗∈Ω via (12)

end