Estimation of Optimal Parameter of Regularization of Signal Recovery

Translated title of the contribution: Оценивание оптимального параметра регуляризации восстановления сигнала

Evgeni D. Prilepsky, Jaroslaw E. Prilepsky

Research output: Contribution to journalArticle

Abstract

In this paper there are researched regularizing properties of discretization in a space of output signals for some linear operator equation with noisy data. The essence of proposed method is selection of discretization level which is a parameter of the regularization in this context by the principle of equality of random and deterministic components of the input signal recovering error. It is shown the method, i.e. the solution which is discrete by input signal is stable to small inaccuracies in input signal. At that in case of definite level of output signal measurements inaccuracy the recovering error of input signal is unambiguously defined by input signal sampling increment that allows to select reasonably the regularization parameter for specific criterion, for example, for definite measurements inaccuracy. Specific calculations and examples are represented in explicit form for single-dimension case but this does not restricts generality of proposed method.
Translated title of the contributionОценивание оптимального параметра регуляризации восстановления сигнала
Original languageRussian
Pages (from-to)406-418
JournalRadioelectronics and Communications Systems
Volume61
Issue number9
DOIs
Publication statusPublished - 6 Nov 2018

Bibliographical note

English version: © Allerton Press, Inc. 2018

Original Russian Text © E.D. Prilepsky, J.E. Prilepsky, 2018, published in Izvestiya Vysshikh Uchebnykh Zavedenii, Radioelektronika, 2018, Vol. 61, No. 9, pp. 522–535.

Funding: The authors are grateful to Leverhulme Trust project RPG-2018-063 for partial support of this research.

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