Synchronous Deautoconvolution of Positive Signals

DOI10.1016/J.CAM.2024.116025MaRDI QIDQ6427529zbMATH OpenFDO

Authors Lorenzo Finesso, Peter Spreij

Publication date 24 February 2023

Full work available at URL https://doi.org/10.1016/J.CAM.2024.116025

Mathematics Subject Classification ID

System identification (93B30) Measures of information, entropy (94A17)

Abstract: We pose the problem of the optimal approximation of a given nonnegative signal $y_t$ with the scalar autoconvolution $(x\ast x{)}_t$ of a nonnegative signal $x_t$, where $x_t$ and $y_t$ are signals of equal length. The I-divergence has been adopted as optimality criterion, being well suited to incorporate nonnegativity constraints. To find a minimizer we derive an iterative descent algorithm of the alternating minimization type. The algorithm is based on the lifting of the original problem to a larger space, a relaxation technique developed by Csisz'ar and Tusn'adi which, in the present context, requires the solution of a hard partial minimization problem. We study the asymptotic behavior of the algorithm exploiting the optimality properties of the partial minimization problems and prove, among other results, that its limit points are Kuhn-Tucker points of the original minimization problem. Numerical experiments illustrate the results.

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