0427989 20240103204218.820140529235959.9 5 s. C cav_un_epca*0427988978-1-4799-2892-74179-4183PiscatawayIEEE2014 Sparse Linear Regression homotopy Levinson-Durbin algorithm cav_un_auth*0108100 Koldovský Zbyněk Stochastická informatika Department of Stochastic Informatics SI SI UTIA-B Department of Stochastic Informatics Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0101212 Tichavský Petr Stochastická informatika Department of Stochastic Informatics SI SI UTIA-B Department of Stochastic Informatics Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2014/SI/koldovsky-0427989.pdf GA14-11898S GA ČR CZ cav_un_auth*0303518 A fast algorithm to solve weighted L1-minimization problems with N × N square “measuring” matrices is proposed. The method is recursive-in-model-order and tracks a homotopy path that goes through solutions of the optimization sub-tasks in the order of 1 through N. It thus yields solutions for all model orders and performs this task faster than the other compared methods. We show applications of this method in sparse linear system identification, in particular, the estimation of sparse target-cancellation filters for audio source separation. cav_un_auth*0302998 2014 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP) Florencie 04.05.2014-09.05.2014 IT 2015 BI 2 PO RVO:67985556 http://hdl.handle.net/11104/0233817 S 2014 cav_un_epca*0427988 2014 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP) 978-1-4799-2892-7 4179 4183 Piscataway IEEE 2014 IEEE Catalog Number: CFP14ICA-USB