scholarly journals Sparse estimation from noisy observations of an overdetermined linear system

Automatica ◽  
2014 ◽  
Vol 50 (11) ◽  
pp. 2845-2851 ◽  
Author(s):  
Liang Dai ◽  
Kristiaan Pelckmans
1976 ◽  
Vol 18 (3) ◽  
pp. 264-277 ◽  
Author(s):  
Michael L Levitan ◽  
Roger Y.S Lynn

Author(s):  
Antonio Gómez-Expósito

This article generalizes a recently introduced procedure to solve nonlinear systems of equations, radically departing from the conventional Newton–Raphson scheme. The original nonlinear system is first unfolded into three simpler components: (i) an underdetermined linear system, (ii) a one-to-one nonlinear mapping with explicit inverse, and (iii) an overdetermined linear system. Then, instead of solving such an augmented system at once, a two-step procedure is proposed in which two equation systems are solved at each iteration, one of them involving the same symmetric matrix throughout the solution process. The resulting factored algorithm converges faster than Newton's method and, if carefully implemented, can be computationally competitive for large-scale systems. It can also be advantageous for dealing with infeasible cases.


1981 ◽  
Vol 64 (10) ◽  
pp. 9-17 ◽  
Author(s):  
Toshimichi Saito ◽  
Hiroichi Fujita

1991 ◽  
Vol 1 (9) ◽  
pp. 1217-1227 ◽  
Author(s):  
A. A. Bakasov ◽  
N. V. Bakasova ◽  
E. K. Bashkirov ◽  
V. Chmielowski
Keyword(s):  

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