Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
An analysis of the SPARSEVA estimate for the finite sample data case
Univ Newcastle, Sch Elect Engn & Comp, Newcastle, NSW, Australia..
Univ Newcastle, Sch Elect Engn & Comp, Newcastle, NSW, Australia..
KTH, School of Electrical Engineering and Computer Science (EECS), Automatic Control. KTH, School of Electrical Engineering and Computer Science (EECS), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0003-0355-2663
KTH, School of Electrical Engineering and Computer Science (EECS), Centres, ACCESS Linnaeus Centre. KTH, School of Electrical Engineering and Computer Science (EECS), Automatic Control.
2018 (English)In: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 96, p. 141-149Article in journal (Refereed) Published
Abstract [en]

In this paper, we develop an upper bound for the SPARSEVA (SPARSe Estimation based on a VAlidation criterion) estimation error in a general scheme, i.e., when the cost function is strongly convex and the regularized norm is decomposable for a pair of subspaces. We show how this general bound can be applied to a sparse regression problem to obtain an upper bound of the estimation error for the traditional I-1 SPARSEVA problem. Numerical results are used to illustrate the effectiveness of the suggested bound. 

Place, publisher, year, edition, pages
PERGAMON-ELSEVIER SCIENCE LTD , 2018. Vol. 96, p. 141-149
Keywords [en]
SPARSEVA estimate, Estimation error, Upper bound, Finite sample data
National Category
Computer and Information Sciences
Identifiers
URN: urn:nbn:se:kth:diva-235563DOI: 10.1016/j.automatica.2018.06.046ISI: 000444659500015Scopus ID: 2-s2.0-85049567510OAI: oai:DiVA.org:kth-235563DiVA, id: diva2:1252287
Note

QC 20181001

Available from: 2018-10-01 Created: 2018-10-01 Last updated: 2018-11-23Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full textScopus

Authority records BETA

Rojas, Cristian R.

Search in DiVA

By author/editor
Rojas, Cristian R.Wahlberg, Bo
By organisation
Automatic ControlACCESS Linnaeus Centre
In the same journal
Automatica
Computer and Information Sciences

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 427 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf