| Paper: | SPTM-P3.1 |
| Session: | System Modeling, Representation and Identification |
| Time: | Tuesday, May 16, 16:30 - 18:30 |
| Presentation: |
Poster
|
| Topic: |
Signal Processing Theory and Methods: System Modeling, Representation, and Identification |
| Title: |
Linear Regression With a Sparse Parameter Vector |
| Authors: |
Erik G. Larsson, Royal Institute of Technology (KTH), Sweden; Yngve Selén, Uppsala University, Sweden |
| Abstract: |
We consider linear regression under a model where the parameter vector is known to be sparse. Using a Bayesian framework, we derive a computationally efficient approximation to the minimum mean-square error (MMSE) estimate of the parameter vector. The performance of the so-obtained estimate is illustrated via numerical examples. |