Unscented compressed sensing

In this paper we present a novel compressed sensing (CS) algorithm for the recovery of compressible, possibly time-varying, signal from a sequence of noisy observations. The newly derived scheme is based on the acclaimed unscented Kalman filter (UKF), and is essentially self reliant in the sense tha...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Carmi, A. Y., Mihaylova, L., Kanevsky, D.
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Approximation methods Bayesian methods Compressed sensing Kalman filter Kalman filters Noise measurement Optimization Sigma point filter Sparse signal recovery Unscented Kalman Filter
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