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Iteratively re-weighted least squares for sparse signal reconstruction from noisy measurements

机译:迭代地重新加权最小二乘,从噪声测量中重建稀疏信号

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Finding sparse solutions of under-determined systems of linear equations is a problem of significance importance in signal processing and statistics. In this paper we study an iterative reweighted least squares (IRLS) approach to find sparse solutions of underdetermined system of equations based on smooth approximation of the L0 norm and the method is extended to find sparse solutions from noisy measurements. Analysis of the proposed methods show that weaker conditions on the sensing matrices are required. Simulation results demonstrate that the proposed method requires fewer samples than existing methods, while maintaining a reconstruction error of the same order and demanding less computational complexity.
机译:寻找欠定线性方程组的稀疏解是在信号处理和统计中非常重要的问题。本文研究了一种基于L 0 范式的平滑逼近的迭代加权最小二乘(IRLS)方法来找到欠定方程组的稀疏解,并将该方法扩展到从噪声中找到稀疏解测量。对提出的方法的分析表明,需要在感测矩阵上使用较弱的条件。仿真结果表明,与现有方法相比,该方法所需样本更少,同时保持了相同阶数的重构误差,并且所需的计算复杂度更低。

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