Conference proceeding
Toeplitz matrix based sparse error correction in system identification: Outliers and random noises
2013 IEEE International Conference on Acoustics, Speech and Signal Processing, pp.6640-6644
05/2013
DOI: 10.1109/ICASSP.2013.6638946
Abstract
In this paper, we consider robust system identification under sparse outliers and random noises. In our problem, system parameters are observed through a Toeplitz matrix. All observations are subject to random noises and a few are corrupted with outliers. We reduce this problem of system identification to a sparse error correcting problem using a Toeplitz structured real-numbered codingmatrix. We prove the performance guarantee of Toeplitz structured matrix in sparse error correction. Thresholds on the percentage of correctable errors for Toeplitz structured matrices are also established. When both outliers and observation noise are present, we have shown that the estimation error goes to 0 asymptotically as long as the probability density function for observation noise is not "vanishing" around 0.
Details
- Title: Subtitle
- Toeplitz matrix based sparse error correction in system identification: Outliers and random noises
- Creators
- Weiyu Xu - University of IowaEr-Wei Bai - University of IowaMyung Cho - University of Iowa
- Resource Type
- Conference proceeding
- Publication Details
- 2013 IEEE International Conference on Acoustics, Speech and Signal Processing, pp.6640-6644
- Publisher
- IEEE
- DOI
- 10.1109/ICASSP.2013.6638946
- ISSN
- 1520-6149
- eISSN
- 2379-190X
- Language
- English
- Date published
- 05/2013
- Academic Unit
- Electrical and Computer Engineering
- Record Identifier
- 9984197340102771
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