This paper presents an algorithm for an 1-regularized Kalman filter. Given observations of a discrete-time linear dynamical system with sparse errors in the state evolution, we e...
Muhammad Salman Asif, Adam Charles, Justin K. Romb...
The problem of solving sparse Systems of Linear Algebraic Equations (SLAE) by parallel Monte Carlo numerical methods is considered. The almost optimal Monte Carlo algorithms are pr...
We propose a new method for estimating the mixing matrix, A, in the linear model x(t) = As(t), t = 1, . . . , T, for the problem of underdetermined Sparse Component Analysis (SCA)....
Nima Noorshams, Massoud Babaie-Zadeh, Christian Ju...
We present two simple methods for recovering sparse signals from a series of noisy observations. The theory of compressed sensing (CS) requires solving a convex constrained minimiz...
Min-max functions are dynamic programming operators of zero-sum deterministic games with finite state and action spaces. The problem of computing the linear growth rate of the or...