A recursive weighted minimum norm algorithm: analysis and applications

  • Authors:

  • Irina F. Gorodnitsky;Bhaskar D. Rao

  • Affiliations:

  • Dept. of Electrical and Computer Engineering, University of California at San Diego, La Jolla, CA;Dept. of Electrical and Computer Engineering, University of California at San Diego, La Jolla, CA

  • Venue:
  • ICASSP'93 Proceedings of the 1993 IEEE international conference on Acoustics, speech, and signal processing: digital speech processing - Volume III
  • Year:
  • 1993

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Abstract

Reliable estimation of a highly localized signal from insufficient data is a dificult problem common to many fields. We present an iterative weighted norm minimisation method that utilizer posteriori constraints for the estimation of such signals. Analysis is performed to determine the convergence properties and characterize the solutions of the algorithm. The advantages and applications of the approach and the new algorithm are demonstrated using electromagnetic imaging and direction of arrival (DOA) estimation problems.