DocumentCode
24805
Title
A Note on the SPICE Method
Author
Rojas, Cristian R. ; Katselis, Dimitrios ; Hjalmarsson, Hakan
Author_Institution
Autom. Control Lab. & ACCESS Linnaeus Center, R. Inst. of Technol., Stockholm, Sweden
Volume
61
Issue
18
fYear
2013
fDate
Sept.15, 2013
Firstpage
4545
Lastpage
4551
Abstract
In this article, we analyze the SPICE method developed in , and establish its connections with other standard sparse estimation methods such as the Lasso and the LAD-Lasso. This result positions SPICE as a computationally efficient technique for the calculation of Lasso-type estimators. Conversely, this connection is very useful for establishing the asymptotic properties of SPICE under several problem scenarios and for suggesting suitable modifications in cases where the naive version of SPICE would not work.
Keywords
signal sampling; spectral analysis; LAD-Lasso; Lasso-type estimators; SPICE method; semiparametric sparse iterative covariance based estimator; signal sampling; sparse estimation methods; spectral analysis; Irregular sampling; sparse parameter estimation; spectral analysis;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/TSP.2013.2272291
Filename
6553252
Link To Document