@inproceedings{b31210e65be84a26afcbd7a723d5e631,
title = "Sparsity penalties in dynamical system estimation",
abstract = "In this work we address the problem of state estimation in dynamical systems using recent developments in compressive sensing and sparse approximation. We formulate the traditional Kalman filter as a one-step update optimization procedure which leads us to a more unified framework, useful for incorporating sparsity constraints. We introduce three combinations of two sparsity conditions (sparsity in the state and sparsity in the innovations) and write recursive optimization programs to estimate the state for each model. This paper is meant as an overview of different methods for incorporating sparsity into the dynamic model, a presentation of algorithms that unify the support and coefficient estimation, and a demonstration that these suboptimal schemes can actually show some performance improvements (either in estimation error or convergence time) over standard optimal methods that use an impoverished model.",
keywords = "Compressive Sensing, Dynamical Systems, State Estimation",
author = "Adam Charles and Asif, {M. Salman} and Justin Romberg and Christopher Rozell",
year = "2011",
doi = "10.1109/CISS.2011.5766179",
language = "English (US)",
isbn = "9781424498475",
series = "2011 45th Annual Conference on Information Sciences and Systems, CISS 2011",
booktitle = "2011 45th Annual Conference on Information Sciences and Systems, CISS 2011",
note = "2011 45th Annual Conference on Information Sciences and Systems, CISS 2011 ; Conference date: 23-03-2011 Through 25-03-2011",
}