Outlier-robust hierarchical-optimization RLS
Julia code for the numerical tests of the paper:
K. Slavakis and S. Banerjee, "Robust hierarchical-optimization RLS against sparse outliers," IEEE Signal Processing Letters, vol. 27, pp. 171-175, 2020 (DOI: https://doi.org/10.1109/LSP.2019.2963188)
Run the file: RunMe.jl
Cite as:
@article{,
author = {Slavakis, K and Banerjee, S},
journal = {IEEE Signal Processing Letters},
title = {Robust hierarchical-optimization {RLS} against sparse outliers},
year = {2020},
volume = {27},
pages = {171--175}
}
The software is distributed under 3-Clause BSD License (https://opensource.org/licenses/BSD-3-Clause).
- Konstantinos Slavakis, University at Buffalo, The State University of New York (http://www.acsu.buffalo.edu/~kslavaki/index.html)
- Sinjini Banerjee, Rutgers University.
The work was supported by the National Science Foundation (NSF) under Grant 1718796.