Separation of system dynamics and line spectra via sparse representation

Lipeng Ning, Tryphon T. Georgiou, Allen Tannenbaum

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Scopus citations

Abstract

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.

Original languageEnglish (US)
Title of host publication2010 49th IEEE Conference on Decision and Control, CDC 2010
Pages473-478
Number of pages6
DOIs
StatePublished - Dec 1 2010
Event2010 49th IEEE Conference on Decision and Control, CDC 2010 - Atlanta, GA, United States
Duration: Dec 15 2010Dec 17 2010

Other

Other2010 49th IEEE Conference on Decision and Control, CDC 2010
CountryUnited States
CityAtlanta, GA
Period12/15/1012/17/10

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