Convex denoising using non-convex tight frame regularization

A Parekh, IW Selesnick - IEEE Signal Processing Letters, 2015 - ieeexplore.ieee.org
IEEE Signal Processing Letters, 2015ieeexplore.ieee.org
This letter considers the problem of signal denoising using a sparse tight-frame analysis
prior. The l1 norm has been extensively used as a regularizer to promote sparsity; however,
it tends to under-estimate non-zero values of the underlying signal. To more accurately
estimate non-zero values, we propose the use of a non-convex regularizer, chosen so as to
ensure convexity of the objective function. The convexity of the objective function is ensured
by constraining the parameter of the non-convex penalty. We use ADMM to obtain a solution …
This letter considers the problem of signal denoising using a sparse tight-frame analysis prior. The l1 norm has been extensively used as a regularizer to promote sparsity; however, it tends to under-estimate non-zero values of the underlying signal. To more accurately estimate non-zero values, we propose the use of a non-convex regularizer, chosen so as to ensure convexity of the objective function. The convexity of the objective function is ensured by constraining the parameter of the non-convex penalty. We use ADMM to obtain a solution and show how to guarantee that ADMM converges to the global optimum of the objective function. We illustrate the proposed method for 1D and 2D signal denoising.
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