Homotopy algorithm using dichotomous coordinate descent iterations for sparse recovery

被引:0
|
作者
Zakharov, Yuriy [1 ]
Nascimento, Vitor H. [2 ]
机构
[1] Univ York, Dept Elect, York YO10 5DD, N Yorkshire, England
[2] Univ Sao Paulo, Dept Elect & Syst Engn, Sao Paulo, Brazil
基金
巴西圣保罗研究基金会;
关键词
SIGNAL RECONSTRUCTION; RLS;
D O I
暂无
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
We propose a computationally efficient technique for recovery of sparse signals, which is based on dichotomous coordinate descent iterations, homotopy, and reweighting. We derive optimal rules for adding and removing elements to/from the support, guaranteeing that the cost function is minimized. Numerical examples show that the proposed technique achieves a mean-squared error smaller than that of the YALLI algorithm and complexity comparable to that of the matched pursuit algorithm.
引用
收藏
页码:820 / 824
页数:5
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