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• W2024744079 abstract "We consider estimation of a deterministic unknown parameter vector in a linear model with non-Gaussian noise. In the Gaussian case, dimensionality reduction via a linear matched filter provides a simple low dimensional sufficient statistic which can be easily communicated and/or stored for future inference. Such a statistic is usually unknown in the general non-Gaussian case. Instead, we propose a hybrid matched filter coupled with a randomized compressed sensing procedure, which together create a low dimensional statistic. We also derive a complementary algorithm for robust reconstruction given this statistic. Our recovery method is based on the fast iterative shrinkage and thresholding algorithm which is used for outlier rejection given the compressed data. We demonstrate the advantages of the proposed framework using synthetic simulations." @default.
• W2024744079 created "2016-06-24" @default.
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• W2024744079 date "2014-05-01" @default.
• W2024744079 modified "2023-09-24" @default.
• W2024744079 title "Compressed matched filter for non-Gaussian noise" @default.
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• W2024744079 doi "https://doi.org/10.1109/icassp.2014.6853757" @default.
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