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Optimal algorithms for L1 -subspace signal processing

Markopoulos Panagiotis, Karystinos Georgios, Pados, D.A

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URIhttp://purl.tuc.gr/dl/dias/326A05A2-8523-4A97-9B95-F5FDEAADC5D3-
Identifierhttps://doi.org/10.1109/TSP.2014.2338077-
Languageen-
Extent12en
TitleOptimal algorithms for L1 -subspace signal processingen
CreatorMarkopoulos Panagiotisen
CreatorΜαρκοπουλος Παναγιωτηςel
CreatorKarystinos Georgiosen
CreatorΚαρυστινος Γεωργιοςel
Creator Pados, D.Aen
PublisherInstitute of Electrical and Electronics Engineersen
DescriptionΔημοσίευση σε επιστημονικό περιοδικό el
Content SummaryWe describe ways to define and calculate L1-norm signal subspaces that are less sensitive to outlying data than L2-calculated subspaces. We start with the computation of the L1 maximum-projection principal component of a data matrix containing N signal samples of dimension D. We show that while the general problem is formally NP-hard in asymptotically large N, D, the case of engineering interest of fixed dimension D and asymptotically large sample size N is not. In particular, for the case where the sample size is less than the fixed dimension , we present in explicit form an optimal algorithm of computational cost 2N. For the case N ≥ D, we present an optimal algorithm of complexity O(ND). We generalize to multiple L1-max-projection components and present an explicit optimal L1 subspace calculation algorithm of complexity O(NDK-K+1) where K is the desired number of L1 principal components (subspace rank). We conclude with illustrations of L1-subspace signal processing in the fields of data dimensionality reduction, direction-of-arrival estimation, and image en
Type of ItemPeer-Reviewed Journal Publicationen
Type of ItemΔημοσίευση σε Περιοδικό με Κριτέςel
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2015-10-23-
Date of Publication2014-
Subject$L_{1}$ normen
Subject$L_{2}$ normen
Subjectdimensionality reductionen
Subjectdirection-of-arrival estimationen
Subjecteigendecompositionen
Subjecterroneous dataen
Subjectfaulty measurementsen
Subjectmachine learningen
Subjectoutlier resistanceen
Subjectsubspace signal processingen
Bibliographic CitationP. P. Markopoulos, G. N. Karystinos, and D. A. Pados, "Optimal algorithms for L1 -subspace signal processing," IEEE Transactions on Signal Processing, vol. 62, no. 19, pp. 5046 - 5058, Oct. 2014. doi: 10.1109/TSP.2014.2338077en

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