L1 optimization for robust signal processing

Paper

Shi, Mingren and Lukas, Mark A.. 2005. "L1 optimization for robust signal processing." Caccetta, Lou and Rehbock, V. (ed.) 18th National ASOR Conference. Perth, WA 26 - 30 Nov 2005 Perth, Western Australia.
Paper/Presentation Title

L1 optimization for robust signal processing

Presentation TypePaper
AuthorsShi, Mingren (Author) and Lukas, Mark A. (Author)
EditorsCaccetta, Lou and Rehbock, V.
Journal or Proceedings TitleProceedings of the 18th National Conference of the Australian Society for Operations Research
Number of Pages7
Year2005
Place of PublicationPerth, Western Australia
ISBN1740674219
Web Address (URL) of Paperhttp://www.sci.usq.edu.au/research/workingpapers/sc-mc-0515.ps.
Conference/Event18th National ASOR Conference
Event Details
18th National ASOR Conference
Event Date
26 to end of 30 Nov 2005
Event Location
Perth, WA
Abstract

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.

KeywordsL1 norm optimization; least absolute deviations; robust signal processing; active set; reduced gradient algorithm
ANZSRC Field of Research 2020490199. Applied mathematics not elsewhere classified
400607. Signal processing
490404. Combinatorics and discrete mathematics (excl. physical combinatorics)
Public Notes

No evidence of copyright restrictions.

Byline AffiliationsDepartment of Mathematics and Computing
Murdoch University
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