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Connection between ...
Connection between SPICE and Square-Root LASSO for sparse parameter estimation
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- Babu, Prabhu (author)
- Department of Electronic and Computer Engineering, HKUST, Hong Kong
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- Stoica, Peter (author)
- Uppsala universitet,Avdelningen för systemteknik,Reglerteknik
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(creator_code:org_t)
- Elsevier BV, 2014
- 2014
- English.
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In: Signal Processing. - : Elsevier BV. - 0165-1684 .- 1872-7557. ; 95, s. 10-14
- Related links:
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https://urn.kb.se/re...
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https://doi.org/10.1...
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Abstract
Subject headings
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- In this note we show that the sparse estimation technique named Square-Root LASSO (SR-LASSO) is connected to a previously introduced method named SPICE. More concretely we prove that the SR-LASSO with a unit weighting factor is identical to SPICE. Furthermore we show via numerical simulations that the performance of the SR-LASSO changes insignificantly when the weighting factor is varied. SPICE stands for sparse iterative covariance-based estimation and LASSO for least absolute shrinkage and selection operator.
Subject headings
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Signalbehandling (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Signal Processing (hsv//eng)
Keyword
- LASSO
- Square-Root LASSO
- SPICE
- Covariance fitting
- Sparse parameter estimation
- Signal Processing
- Signalbehandling
Publication and Content Type
- ref (subject category)
- art (subject category)
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