TY - GEN
T1 - Convergence of basis pursuit de-noising with dynamic filtering
AU - Charles, Adam S.
AU - Rozell, Christopher J.
N1 - Publisher Copyright:
© 2014 IEEE.
PY - 2014/2/5
Y1 - 2014/2/5
N2 - Causal inference of dynamically changing signals is a vital task in many applications, including real-time image processing and channel estimation. Over the past few years, many algorithms have been proposed to accomplish this task, but extremely few algorithms have any theoretical guarantees on stability, convergence or performance. In this work we use results from the sparsity-based signal processing literature to demonstrate some basic bounds for one particular algorithm: basis pursuit de-noising with dynamic filtering (BPDN-DF). We show for what parameter ranges the algorithm remains stable for, and provide some guarantees on the steady-state approximation error.
AB - Causal inference of dynamically changing signals is a vital task in many applications, including real-time image processing and channel estimation. Over the past few years, many algorithms have been proposed to accomplish this task, but extremely few algorithms have any theoretical guarantees on stability, convergence or performance. In this work we use results from the sparsity-based signal processing literature to demonstrate some basic bounds for one particular algorithm: basis pursuit de-noising with dynamic filtering (BPDN-DF). We show for what parameter ranges the algorithm remains stable for, and provide some guarantees on the steady-state approximation error.
KW - Convergence
KW - Dynamic filtering
KW - Sparse signals
UR - http://www.scopus.com/inward/record.url?scp=84949927771&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84949927771&partnerID=8YFLogxK
U2 - 10.1109/GlobalSIP.2014.7032142
DO - 10.1109/GlobalSIP.2014.7032142
M3 - Conference contribution
AN - SCOPUS:84949927771
T3 - 2014 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2014
SP - 374
EP - 378
BT - 2014 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2014
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2014 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2014
Y2 - 3 December 2014 through 5 December 2014
ER -