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Sparse signal recovery via generalized gaussian function

Author

Listed:
  • Haiyang Li

    (Guangzhou University)

  • Qian Zhang

    (University of Electronic Science and Technology)

  • Shoujin Lin

    (Zhongshan MLTOR Intelligent Equipment Co., Ltd)

  • Jigen Peng

    (Guangzhou University)

Abstract

In this paper, we replace the $$\ell _0$$ ℓ 0 norm with the variation of generalized Gaussian function $$\Phi _\alpha (x)$$ Φ α ( x ) in sparse signal recovery. We firstly show that $$\Phi _\alpha (x)$$ Φ α ( x ) is a type of non-convex sparsity-promoting function and clearly demonstrate the equivalence among the three minimization models $$(\mathrm{P}_0):\min \limits _{x\in {\mathbb {R}}^n}\Vert x\Vert _0$$ ( P 0 ) : min x ∈ R n ‖ x ‖ 0 subject to $$ Ax=b$$ A x = b , $${\mathrm{(E}_\alpha )}:\min \limits _{x\in {\mathbb {R}}^n}\Phi _\alpha (x)$$ ( E α ) : min x ∈ R n Φ α ( x ) subject to $$Ax=b$$ A x = b and $$(\mathrm{E}^{\lambda }_\alpha ):\min \limits _{x\in {\mathbb {R}}^n}\frac{1}{2}\Vert Ax-b\Vert ^{2}_{2}+\lambda \Phi _\alpha (x).$$ ( E α λ ) : min x ∈ R n 1 2 ‖ A x - b ‖ 2 2 + λ Φ α ( x ) . The established equivalent theorems elaborate that $$(\mathrm{P}_0)$$ ( P 0 ) can be completely overcome by solving the continuous minimization $$(\mathrm{E}_\alpha )$$ ( E α ) for some $$\alpha $$ α s, while the latter is computable by solving the regularized minimization $$(\mathrm{E}^{\lambda }_\alpha )$$ ( E α λ ) under certain conditions. Secondly, based on DC algorithm and iterative soft thresholding algorithm, a successful algorithm for the regularization minimization $$(\mathrm{E}^{\lambda }_\alpha )$$ ( E α λ ) , called the DCS algorithm, is given. Finally, plenty of simulations are conducted to compare this algorithm with two classical algorithms which are half algorithm and soft algorithm, and the experiment results show that the DCS algorithm performs well in sparse signal recovery.

Suggested Citation

  • Haiyang Li & Qian Zhang & Shoujin Lin & Jigen Peng, 2022. "Sparse signal recovery via generalized gaussian function," Journal of Global Optimization, Springer, vol. 83(4), pages 783-801, August.
  • Handle: RePEc:spr:jglopt:v:83:y:2022:i:4:d:10.1007_s10898-022-01126-2
    DOI: 10.1007/s10898-022-01126-2
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    Cited by:

    1. Philipp Heimberger & Andreas Lichtenberger, 2023. "RRF 2.0: A Permanent EU Investment Fund in the Context of the Energy Crisis, Climate Change and EU Fiscal Rules," wiiw Policy Notes 63, The Vienna Institute for International Economic Studies, wiiw.
    2. Philipp Heimberger & Andreas Lichtenberger, 2022. "RRF 2.0: Ein permanenter EU-Investitionsfonds im Kontext von Energiekrise, Klimawandel und EU-Fiskalregeln," wiiw Research Reports in German language 23, The Vienna Institute for International Economic Studies, wiiw.

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