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arXiv 1405.0928math.STstat.TH
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基于压缩感知技术的一类线性模型参数估计优于最小二乘估计

On a Class of Parameters Estimators in Linear Models Dominating the Least Squares one, Based on Compressed Sensing Techniques

Piero Barone, Isabella Lari

摘要:

本文考虑了线性模型中的参数估计问题,假设噪声具有有限的二阶顺序统计量,在给定的确定性基中可以用随机系数表示。然后考虑一个扩展的欠定设计矩阵,并提出了一个估计的扩展参数的最小$l_1$范数。证明了当噪声方差大于一个阈值时,该阈值依赖于未知参数和扩展的设计矩阵,则在均方误差意义下,原参数的估计优于最小二乘估计.一个小的模拟说明了所提出的估计的行为。此外,实验表明,即使设计矩阵是未知的,但只有一个估计可以使用所提出的估计可以是方便的。此外,噪声基最终可以用于在估计过程中引入一些先验信息。这些点说明了模拟使用建议的估计解决一个困难的逆不适定问题有关的原子复测度的复杂时刻。

英文摘要:

The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined design matrix is then considered and an estimator of the extended parameters is proposed with minimum $l_1$ norm. It is proved that if the noise variance is larger than a threshold, which depends on the unknown parameters and on the extended design matrix, then the proposed estimator of the original parameters dominates the least-squares estimator in the sense of the mean square error. A small simulation illustrates the behavior of the proposed estimator. Moreover it is shown experimentally that the proposed estimator can be convenient even if the design matrix is not known but only an estimate can be used. Furthermore the noise basis can eventually be used to introduce some prior information in the estimation process. These points are illustrated by simulation by using the proposed estimator for solving a difficult inverse ill-posed problem related to the complex moments of an atomic complex measure.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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