Shi, Mingren and Lukas, Mark A. (2005) L1 optimization for robust signal processing. In: 18th National ASOR Conference, 26-30 Nov 2005, Perth, WA.
In this paper we develop special methods using the active set frameworkof the reduced gradient algorithm (RGA) to solve discrete L1 optimization problemswith a single linear equality constraint sT x = g, or a sequence of such problems withdifferent s = si and g = gi. These problems arise in certain large robust signal process-ing problems. The sequence of problems is solved recursively using ideas of sensitivityanalysis, by regarding the next problem as a perturbation of the previous problem. Thenumerical experiments illustrate that the proposed methods work very efficiently.
|Item Type:||Conference or Workshop Item (Commonwealth Reporting Category E) (Paper)|
|Additional Information:||No evidence of copyright restrictions.|
|Uncontrolled Keywords:||L1 norm optimization; least absolute deviations; robust signal processing; active set; reduced gradient algorithm|
|Subjects:||230000 Mathematical Sciences > 230100 Mathematics
280000 Information, Computing and Communication Sciences > 280200 Artificial Intelligence and Signal and Image Processing > 280204 Signal Processing
|Depositing User:||epEditor USQ|
|Date Deposited:||02 Sep 2008 04:29|
|Last Modified:||02 Jul 2013 22:34|
Actions (login required)
|Archive Repository Staff Only|