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Conference Paper: Robust linear estimation using M-estimation and weighted L1 regularization: Model selection and recursive implementation
Title | Robust linear estimation using M-estimation and weighted L1 regularization: Model selection and recursive implementation |
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Authors | |
Keywords | Impulse Noise Recursive Functions |
Issue Date | 2009 |
Citation | The 2009 IEEE International Symposium on Circuits and Systems (ISCAS 2009), Taipei, Taiwan, 24-27 May 2009. In Conference Proceedings, 2009, p. 1193-1196 How to Cite? |
Abstract | This paper studies an M-estimation-based method for linear estimation with weighted L1 regularization and its recursive implementation. Motivated by the sensitivity of conventional least-squares-based L1-regularized linear estimation (Lasso) in impulsive noise environment, an M-estimator-based Lasso (M-Lasso) method is introduced to restrain the outliers and an iterative re-weighted least-squares (IRLS) algorithm is proposed to solve this M-estimation problem. Moreover, instead of using the matrix inversion formula, QR decomposition (QRD) is employed in the M-Lasso for recursive implementation with a lower arithmetic complexity. Simulation results show that the M-estimation-based Lasso performs considerably better than the traditional LS-based Lasso in suppressing the impulsive noise, and its recursive QRD algorithm has a good performance in online processing. ©2009 IEEE. |
Persistent Identifier | http://hdl.handle.net/10722/143326 |
ISSN | 2023 SCImago Journal Rankings: 0.307 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Zhang, ZG | en_HK |
dc.contributor.author | Chan, SC | en_HK |
dc.contributor.author | Zhou, Y | en_HK |
dc.contributor.author | Hu, Y | en_HK |
dc.date.accessioned | 2011-11-22T08:30:25Z | - |
dc.date.available | 2011-11-22T08:30:25Z | - |
dc.date.issued | 2009 | en_HK |
dc.identifier.citation | The 2009 IEEE International Symposium on Circuits and Systems (ISCAS 2009), Taipei, Taiwan, 24-27 May 2009. In Conference Proceedings, 2009, p. 1193-1196 | en_HK |
dc.identifier.issn | 0271-4310 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/143326 | - |
dc.description.abstract | This paper studies an M-estimation-based method for linear estimation with weighted L1 regularization and its recursive implementation. Motivated by the sensitivity of conventional least-squares-based L1-regularized linear estimation (Lasso) in impulsive noise environment, an M-estimator-based Lasso (M-Lasso) method is introduced to restrain the outliers and an iterative re-weighted least-squares (IRLS) algorithm is proposed to solve this M-estimation problem. Moreover, instead of using the matrix inversion formula, QR decomposition (QRD) is employed in the M-Lasso for recursive implementation with a lower arithmetic complexity. Simulation results show that the M-estimation-based Lasso performs considerably better than the traditional LS-based Lasso in suppressing the impulsive noise, and its recursive QRD algorithm has a good performance in online processing. ©2009 IEEE. | en_HK |
dc.language | eng | en_US |
dc.relation.ispartof | IEEE International Symposium on Circuits and Systems Proceedings | en_HK |
dc.subject | Impulse Noise | en_US |
dc.subject | Recursive Functions | en_US |
dc.title | Robust linear estimation using M-estimation and weighted L1 regularization: Model selection and recursive implementation | en_HK |
dc.type | Conference_Paper | en_HK |
dc.identifier.email | Zhang, ZG: zhangzg@hku.hk | en_HK |
dc.identifier.email | Chan, SC: ascchan@hkucc.hku.hk | en_HK |
dc.identifier.email | Zhou, Y: yizhou@eee.hku.hk | en_HK |
dc.identifier.email | Hu, Y: yhud@hku.hk | en_HK |
dc.identifier.authority | Zhang, ZG=rp01565 | en_HK |
dc.identifier.authority | Chan, SC=rp00094 | en_HK |
dc.identifier.authority | Zhou, Y=rp00213 | en_HK |
dc.identifier.authority | Hu, Y=rp00432 | en_HK |
dc.description.nature | link_to_subscribed_fulltext | en_US |
dc.identifier.doi | 10.1109/ISCAS.2009.5117975 | en_HK |
dc.identifier.scopus | eid_2-s2.0-70350179784 | en_HK |
dc.identifier.hkuros | 159409 | - |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-70350179784&selection=ref&src=s&origin=recordpage | en_HK |
dc.identifier.spage | 1193 | en_HK |
dc.identifier.epage | 1196 | en_HK |
dc.identifier.isi | WOS:000275929800306 | - |
dc.identifier.scopusauthorid | Zhang, ZG=8597618700 | en_HK |
dc.identifier.scopusauthorid | Chan, SC=13310287100 | en_HK |
dc.identifier.scopusauthorid | Zhou, Y=55209555200 | en_HK |
dc.identifier.scopusauthorid | Hu, Y=7407116091 | en_HK |
dc.customcontrol.immutable | sml 170512 amended | - |
dc.identifier.issnl | 0271-4310 | - |