Robust Non-Negative Least Squares Using Sparsity

Elvander, FilipLund University,Lunds universitet,Statistical Signal Processing Group,Forskargrupper vid Lunds universitet,Matematisk statistik,Matematikcentrum,Institutioner vid LTH,Lunds Tekniska Högskola,Lund University Research Groups,Mathematical Statistics,Centre for Mathematical Sciences,Departments at LTH,Faculty of Engineering, LTH (författare)

Sparse, non-negative signals occur in many applications. To recover such signals, estimation posed as non-negative least squares problems have proven to be fruitful. Efficient algorithms with high accuracy have been proposed, but many of them assume either perfect knowledge of the dictionary generating the signal, or attempts to explain deviations from this dictionary by attributing them to components that for some reason is missing from the dictionary. In this work, we propose a robust non-negative least squares algorithm that allows the generating dictionary to differ from the assumed dictionary, introducing uncertainty in the setup. The proposed algorithm enables an improved modeling of the measurements, and may be efficiently implemented using a proposed ADMM implementation. Numerical examples illustrate the improved performance as compared to the standard non-negative LASSO estimator.

Adalbjörnsson, Stefan IngiLund University,Lunds universitet,Matematik LTH,Matematikcentrum,Institutioner vid LTH,Lunds Tekniska Högskola,Mathematics (Faculty of Engineering),Centre for Mathematical Sciences,Departments at LTH,Faculty of Engineering, LTH(Swepub:lu)mats-sao (författare)
Jakobsson, AndreasLund University,Lunds universitet,Biomedical Modelling and Computation,Forskargrupper vid Lunds universitet,Statistical Signal Processing Group,Matematisk statistik,Matematikcentrum,Institutioner vid LTH,Lunds Tekniska Högskola,Lund University Research Groups,Mathematical Statistics,Centre for Mathematical Sciences,Departments at LTH,Faculty of Engineering, LTH(Swepub:lu)mats-aaj (författare)
Statistical Signal Processing GroupForskargrupper vid Lunds universitet (creator_code:org_t)

Ingår i:2016 24th European Signal Processing Conference (EUSIPCO), s. 61-652076-14659780992862657

Av författaren/redakt...: Elvander, Filip; Adalbjörnsson, S ...; Jakobsson, Andre ...

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