TY - GEN
T1 - Toeplitz matrix based sparse error correction in system identification
T2 - 2013 38th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013
AU - Xu, Weiyu
AU - Bai, Er Wei
AU - Cho, Myung
N1 - Copyright:
Copyright 2014 Elsevier B.V., All rights reserved.
PY - 2013/10/18
Y1 - 2013/10/18
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=84890483091&partnerID=8YFLogxK
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U2 - 10.1109/ICASSP.2013.6638946
DO - 10.1109/ICASSP.2013.6638946
M3 - Conference contribution
AN - SCOPUS:84890483091
SN - 9781479903566
T3 - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
SP - 6640
EP - 6644
BT - 2013 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013 - Proceedings
Y2 - 26 May 2013 through 31 May 2013
ER -