A recursive weighted minimum norm algorithm: Analysis and applications

Abstract
Reliable estimation of a highly localized signal from insufficient data is a difficult problem common to many fields. The authors present an iterative weighted norm minimization method that utilizes a posteriori constraints for the estimation of such signals. Analysis is performed to determine the convergence properties and characterize the solutions of the algorithm. The advantages and applications of the approach and the new algorithm are demonstrated using electromagnetic imaging and direction-of-arrival (DOA) estimation problems.

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