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In this paper, the problem of matrix rank minimization under affine constraints is addressed. The state-of-the-art algorithms can recover matrices with a rank much less than what is sufficient for the uniqueness of the solution of this optimization p roblem. We propose an algorithm based on a smooth approximation of the rank function, which practically improves recovery limits on the rank of the solution. This approximation leads to a non-convex program; thus, to avoid getting trapped in local solutions, we use the following scheme. Initially, a rough approximation of the rank function subject to the affine constraints is optimized. As the algorithm proceeds, finer approximations of the rank are optimized and the solver is initialized with the solution of the previous approximation until reaching the desired accuracy. On the theoretical side, benefiting from the spherical section property, we will show that the sequence of the solutions of the approximating function converges to the minimum rank solution. On the experimental side, it will be shown that the proposed algorithm, termed SRF standing for Smoothed Rank Function, can recover matrices which are unique solutions of the rank minimization problem and yet not recoverable by nuclear norm minimization. Furthermore, it will be demonstrated that, in completing partially observed matrices, the accuracy of SRF is considerably and consistently better than some famous algorithms when the number of revealed entries is close to the minimum number of parameters that uniquely represent a low-rank matrix.
113 - Pooria Pakrooh , Arash Amini , 2011
In communication systems, efficient use of the spectrum is an indispensable concern. Recently the use of compressed sensing for the purpose of estimating Orthogonal Frequency Division Multiplexing (OFDM) sparse multipath channels has been proposed to decrease the transmitted overhead in form of the pilot subcarriers which are essential for channel estimation. In this paper, we investigate the problem of deterministic pilot allocation in OFDM systems. The method is based on minimizing the coherence of the submatrix of the unitary Discrete Fourier Transform (DFT) matrix associated with the pilot subcarriers. Unlike the usual case of equidistant pilot subcarriers, we show that non-uniform patterns based on cyclic difference sets are optimal. In cases where there are no difference sets, we perform a greedy search method for finding a suboptimal solution. We also investigate the performance of the recovery methods such as Orthogonal Matching Pursuit (OMP) and Iterative Method with Adaptive Thresholding (IMAT) for estimation of the channel taps.
In this paper, we investigate the problem of designing compact support interpolation kernels for a given class of signals. By using calculus of variations, we simplify the optimization problem from an infinite nonlinear problem to a finite dimensiona l linear case, and then find the optimum compact support function that best approximates a given filter in the least square sense (l2 norm). The benefit of compact support interpolants is the low computational complexity in the interpolation process while the optimum compact support interpolant gaurantees the highest achivable Signal to Noise Ratio (SNR). Our simulation results confirm the superior performance of the proposed splines compared to other conventional compact support interpolants such as cubic spline.
The goal of this paper is to design compact support basis spline functions that best approximate a given filter (e.g., an ideal Lowpass filter). The optimum function is found by minimizing the least square problem ($ell$2 norm of the difference betwe en the desired and the approximated filters) by means of the calculus of variation; more precisely, the introduced splines give optimal filtering properties with respect to their time support interval. Both mathematical analysis and simulation results confirm the superiority of these splines.
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