c-LASSO and its dual for sparse signal estimation from array data
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- 作者：Christoph F. Mecklenbrä ; ukera ; c ; cfm@nt.tuwien.ac.at" class="auth_mail" title="E-mail the corresponding author ; Peter Gerstoftb ; gerstoft@ucsd.edu" class="auth_mail" title="E-mail the corresponding author ; Erich Zö ; chmanna ; c ; ezoechma@nt.tuwien.ac.at" class="auth_mail" title="E-mail the corresponding author
- 关键词：Sparsity ; c-LASSO ; Duality theory ; Homotopy
- 刊名：Signal Processing
- 出版年：2017
- 出版时间：January 2017
- 年：2017
- 卷：130
- 期：Complete
- 页码：204-216
- 全文大小：1473 K
文摘
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The dual problem to the complex-valued c-LASSO is formulated and analyzed.
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The dual solution is the output of a weighted matched filter of c-LASSO residuals.
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The dual solution motivates a selection of the c-LASSO regularization parameter.
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This gives an order-recursive scheme for selecting the regularization parameter.
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Approximations lead to the formulation of faster iterative algorithms for its solution.