Toeplitz matrix based sparse error correction in system identification: Outliers and random noises

Weiyu Xu, Er Wei Bai, Myung Cho

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

1 Scopus citations

Abstract

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.

Original languageEnglish (US)
Title of host publication2013 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013 - Proceedings
Pages6640-6644
Number of pages5
DOIs
Publication statusPublished - Oct 18 2013
Event2013 38th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013 - Vancouver, BC, Canada
Duration: May 26 2013May 31 2013

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
ISSN (Print)1520-6149

Other

Other2013 38th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013
CountryCanada
CityVancouver, BC
Period5/26/135/31/13

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All Science Journal Classification (ASJC) codes

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

Cite this

Xu, W., Bai, E. W., & Cho, M. (2013). Toeplitz matrix based sparse error correction in system identification: Outliers and random noises. In 2013 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013 - Proceedings (pp. 6640-6644). [6638946] (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings). https://doi.org/10.1109/ICASSP.2013.6638946