TY - GEN
T1 - Separation of system dynamics and line spectra via sparse representation
AU - Ning, Lipeng
AU - Georgiou, Tryphon T.
AU - Tannenbaum, Allen
PY - 2010
Y1 - 2010
N2 - The purpose of this work is to explore the use of sparse representation in the context of system identification and, in particular, to address the important problem of identifying spectral lines in the presence of colored noise. To this end we formulate an ℓ1 optimization problem, similar to Lasso, to incorporate an AR-model that accounts for the noise-color dynamics with contribution of sinusoids drawn out of an over-complete basis (dictionary). A suitable generalization for correlated time series sharing common components is also considered.
AB - The purpose of this work is to explore the use of sparse representation in the context of system identification and, in particular, to address the important problem of identifying spectral lines in the presence of colored noise. To this end we formulate an ℓ1 optimization problem, similar to Lasso, to incorporate an AR-model that accounts for the noise-color dynamics with contribution of sinusoids drawn out of an over-complete basis (dictionary). A suitable generalization for correlated time series sharing common components is also considered.
UR - http://www.scopus.com/inward/record.url?scp=79953131054&partnerID=8YFLogxK
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U2 - 10.1109/CDC.2010.5717810
DO - 10.1109/CDC.2010.5717810
M3 - Conference contribution
AN - SCOPUS:79953131054
SN - 9781424477456
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 473
EP - 478
BT - 2010 49th IEEE Conference on Decision and Control, CDC 2010
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 49th IEEE Conference on Decision and Control, CDC 2010
Y2 - 15 December 2010 through 17 December 2010
ER -