scholarly journals Group-Sparse Signal Denoising: Non-Convex Regularization, Convex Optimization

2014 ◽  
Vol 62 (13) ◽  
pp. 3464-3478 ◽  
Author(s):  
Po-Yu Chen ◽  
Ivan W. Selesnick
Author(s):  
Chen Ye ◽  
◽  
Guan Gui ◽  
Shin-ya Matsushita ◽  
Li Xu ◽  
...  

Sparse signal reconstruction (SSR) problems based on compressive sensing (CS) arise in a broad range of application fields. Among these are the so-called “block-structured” or “block sparse” signals with nonzero atoms occurring in clusters that occur frequently in natural signals. To make block-structured sparsity use more explicit, many block-structure-based SSR algorithms, such as convex optimization and greedy pursuit, have been developed. Convex optimization algorithms usually pose a heavy computational burden, while greedy pursuit algorithms are overly sensitive to ambient interferences, so these two types of block-structure-based SSR algorithms may not be suited for solving large-scale problems in strong interference scenarios. Sparse adaptive filtering algorithms have recently been shown to solve large-scale CS problems effectively for conventional vector sparse signals. Encouraged by these facts, we propose two novel block-structure-based sparse adaptive filtering algorithms, i.e., the “block zero attracting least mean square” (BZA-LMS) algorithm and the “blockℓ0-norm LMS” (BL0-LMS) algorithm, to exploit their potential performance gain. Experimental results presented demonstrate the validity and applicability of these proposed algorithms.


Author(s):  
Cheng Lu ◽  
Dorit S. Hochbaum

AbstractWe study a 1-dimensional discrete signal denoising problem that consists of minimizing a sum of separable convex fidelity terms and convex regularization terms, the latter penalize the differences of adjacent signal values. This problem generalizes the total variation regularization problem. We provide here a unified approach to solve the problem for general convex fidelity and regularization functions that is based on the Karush–Kuhn–Tucker optimality conditions. This approach is shown here to lead to a fast algorithm for the problem with general convex fidelity and regularization functions, and a faster algorithm if, in addition, the fidelity functions are differentiable and the regularization functions are strictly convex. Both algorithms achieve the best theoretical worst case complexity over existing algorithms for the classes of objective functions studied here. Also in practice, our C++ implementation of the method is considerably faster than popular C++ nonlinear optimization solvers for the problem.


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