Structured least squares with bounded data uncertainties
Pinar, M. C.
ICASSP - IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
3261 - 3264
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Please cite this item using this persistent URLhttp://hdl.handle.net/11693/26734
In many signal processing applications the core problem reduces to a linear system of equations. Coefficient matrix uncertainties create a significant challenge in obtaining reliable solutions. In this paper, we present a novel formulation for solving a system of noise contaminated linear equations while preserving the structure of the coefficient matrix. The proposed method has advantages over the known Structured Total Least Squares (STLS) techniques in utilizing additional information about the uncertainties and robustness in ill-posed problems. Numerical comparisons are given to illustrate these advantages in two applications: signal restoration problem with an uncertain model and frequency estimation of multiple sinusoids embedded in white noise.
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