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A Subgradient Solution to Structured Robust Least Squares Problems

✍ Scribed by Salhov, M.


Book ID
119823557
Publisher
IEEE
Year
2010
Tongue
English
Weight
357 KB
Volume
58
Category
Article
ISSN
1053-587X

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In solving a robust version of regularized least squares with weighting, a certain scalar-valued optimization problem is required in order to determine the regularized robust solution and the corresponding robustiΓΏed weighting parameters. This letter establishes that the required optimization proble