Optimal Preconditioning for Interpolation of Missing Data in a Band-Limited Sequence
2008 (English)In: 2008 42ND ASILOMAR CONFERENCE ON SIGNALS, SYSTEMS AND COMPUTERS, VOLS 1-4 / [ed] Matthews, MB, NEW YORK, NY, 2008Conference paper (Refereed)
In this paper, we propose optimal methods for preconditioning an ill-conditioned linear system of equations, obtained when interpolating missing data in a band-limited sequence. The optimal preconditioning weights are obtained by solving an eigenvalue optimization problem via semidefinite programming. The so-obtained optimal weights are compared with a commonly used set of heuristic weights in terms of the condition numbers of resulting systems, with and without the knowledge of noise.
Place, publisher, year, edition, pages
NEW YORK, NY, 2008.
, CONFERENCE RECORD OF THE ASILOMAR CONFERENCE ON SIGNALS, SYSTEMS AND COMPUTERS, ISSN 1058-6393
IdentifiersURN: urn:nbn:se:kth:diva-47544DOI: 10.1109/ACSSC.2008.5074468ISI: 000274551000107OAI: oai:DiVA.org:kth-47544DiVA: diva2:455655
42nd Asilomar Conference on Signals, Systems and Computers. Pacific Grove, CA. OCT 26-29, 2008
QC 201111112011-11-102011-11-102011-11-11Bibliographically approved