Constrained Perturbation Regularization Approach for Signal Estimation Using Random Matrix Theory

Mohamed Abdalla Elhag Suliman, Tarig Ballal, Abla Kammoun, Tareq Y. Al-Naffouri

Research output: Contribution to journalArticlepeer-review

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Abstract

In this work, we propose a new regularization approach for linear least-squares problems with random matrices. In the proposed constrained perturbation regularization approach, an artificial perturbation matrix with a bounded norm is forced into the system model matrix. This perturbation is introduced to improve the singular-value structure of the model matrix and, hence, the solution of the estimation problem. Relying on the randomness of the model matrix, a number of deterministic equivalents from random matrix theory are applied to derive the near-optimum regularizer that minimizes the mean-squared error of the estimator. Simulation results demonstrate that the proposed approach outperforms a set of benchmark regularization methods for various estimated signal characteristics. In addition, simulations show that our approach is robust in the presence of model uncertainty.
Original languageEnglish (US)
Pages (from-to)1727-1731
Number of pages5
JournalIEEE Signal Processing Letters
Volume23
Issue number12
DOIs
StatePublished - Oct 6 2016

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