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
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;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2013.2272291
