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Table 9 IDE steps

From: A unified approach to sparse signal processing

 Detection Step: Find indices of inactive sources:

I l = 1 i m : a i T · x j i m ŝ j l a i T · a j < ε l

 Estimation Step: Find the following projection as the new estimate:

s l + 1 = argmin s i I l s i 2 s.t.x(t)=A·s(t)

The solution is derived from Karush-Kuhn-Tucker system of equations. At the (l + 1)thiteration

s i = A i T · P x A a · s a s a = A a T P A a 1 A a T P · x

where the matrices and vectors are partitioned into inactive/active parts as A i ,A a ,s i ,s a and P= A i A i T 1

 Stop after a fixed number of iterations.