2016 IEEE Sensor Array and Multichannel Signal Processing Workshop (SAM) 2016
DOI: 10.1109/sam.2016.7569706
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ℓ<inf>1</inf> Adaptive trend filter via fast coordinate descent

Abstract: Identifying the unknown underlying trend of a given noisy signal is extremely useful for a wide range of applications. The number of potential trends might be exponential, thus their search can be computationally intractable even for short signals. Another challenge is the presence of abrupt changes and outliers at unknown times which impart resourceful information regarding the signal's characteristics. In this paper, we present the 1 Adaptive Trend Filter, which can consistently identify the components in th… Show more

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Cited by 3 publications
(1 citation statement)
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“…Even though the detection of such peaks could be included in the analysis algorithm [49], the main interest is in the detection of the trend breaks which indicate the presence of faults. These peaks, as far as the LBI algorithm is concerned, are treated as outliers, when not included in the model, and do not compromise its performance.…”
Section: A Experimental Resultsmentioning
confidence: 99%
“…Even though the detection of such peaks could be included in the analysis algorithm [49], the main interest is in the detection of the trend breaks which indicate the presence of faults. These peaks, as far as the LBI algorithm is concerned, are treated as outliers, when not included in the model, and do not compromise its performance.…”
Section: A Experimental Resultsmentioning
confidence: 99%