{"id":"https://openalex.org/W2922922453","doi":"https://doi.org/10.1109/tsp.2019.2935868","title":"Iterated Extended Kalman Smoother-Based Variable Splitting for $L_1$-Regularized State Estimation","display_name":"Iterated Extended Kalman Smoother-Based Variable Splitting for $L_1$-Regularized State Estimation","publication_year":2019,"publication_date":"2019-08-22","ids":{"openalex":"https://openalex.org/W2922922453","doi":"https://doi.org/10.1109/tsp.2019.2935868","mag":"2922922453"},"language":"en","primary_location":{"id":"doi:10.1109/tsp.2019.2935868","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsp.2019.2935868","pdf_url":null,"source":{"id":"https://openalex.org/S168680287","display_name":"IEEE Transactions on Signal Processing","issn_l":"1053-587X","issn":["1053-587X","1941-0476"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Signal Processing","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1903.08605","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100775758","display_name":"Rui Gao","orcid":"https://orcid.org/0000-0001-7570-8140"},"institutions":[{"id":"https://openalex.org/I9927081","display_name":"Aalto University","ror":"https://ror.org/020hwjq30","country_code":"FI","type":"education","lineage":["https://openalex.org/I9927081"]}],"countries":["FI"],"is_corresponding":false,"raw_author_name":"Rui Gao","raw_affiliation_strings":["Department of Electrical Engineering and Automation, Aalto University, Espoo, Finland"],"raw_orcid":"https://orcid.org/0000-0001-7570-8140","affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering and Automation, Aalto University, Espoo, Finland","institution_ids":["https://openalex.org/I9927081"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5020127491","display_name":"Filip Tronarp","orcid":"https://orcid.org/0000-0002-1102-7706"},"institutions":[{"id":"https://openalex.org/I9927081","display_name":"Aalto University","ror":"https://ror.org/020hwjq30","country_code":"FI","type":"education","lineage":["https://openalex.org/I9927081"]}],"countries":["FI"],"is_corresponding":false,"raw_author_name":"Filip Tronarp","raw_affiliation_strings":["Department of Electrical Engineering and Automation, Aalto University, Espoo, Finland"],"raw_orcid":"https://orcid.org/0000-0002-1102-7706","affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering and Automation, Aalto University, Espoo, Finland","institution_ids":["https://openalex.org/I9927081"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5075994876","display_name":"Simo S\u00e4rkk\u00e4","orcid":"https://orcid.org/0000-0002-7031-9354"},"institutions":[{"id":"https://openalex.org/I9927081","display_name":"Aalto University","ror":"https://ror.org/020hwjq30","country_code":"FI","type":"education","lineage":["https://openalex.org/I9927081"]}],"countries":["FI"],"is_corresponding":false,"raw_author_name":"Simo Sarkka","raw_affiliation_strings":["Department of Electrical Engineering and Automation, Aalto University, Espoo, Finland"],"raw_orcid":"https://orcid.org/0000-0002-7031-9354","affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering and Automation, Aalto University, Espoo, Finland","institution_ids":["https://openalex.org/I9927081"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.719,"has_fulltext":false,"cited_by_count":24,"citation_normalized_percentile":{"value":0.9015308,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":"67","issue":"19","first_page":"5078","last_page":"5092"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10500","display_name":"Sparse and Compressive Sensing Techniques","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10500","display_name":"Sparse and Compressive Sensing Techniques","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11233","display_name":"Advanced Adaptive Filtering Techniques","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11236","display_name":"Control Systems and Identification","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/smoothing","display_name":"Smoothing","score":0.6650663018226624},{"id":"https://openalex.org/keywords/iterated-function","display_name":"Iterated function","score":0.6521133184432983},{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.532723069190979},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5172922611236572},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.5132789611816406},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5127976536750793},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.48920106887817383},{"id":"https://openalex.org/keywords/quadratic-equation","display_name":"Quadratic equation","score":0.48526903986930847},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.4758415222167969},{"id":"https://openalex.org/keywords/state-variable","display_name":"State variable","score":0.4630914032459259},{"id":"https://openalex.org/keywords/iterative-method","display_name":"Iterative method","score":0.4245021641254425},{"id":"https://openalex.org/keywords/variable","display_name":"Variable (mathematics)","score":0.412457138299942},{"id":"https://openalex.org/keywords/minification","display_name":"Minification","score":0.41007620096206665},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.40050411224365234}],"concepts":[{"id":"https://openalex.org/C3770464","wikidata":"https://www.wikidata.org/wiki/Q775963","display_name":"Smoothing","level":2,"score":0.6650663018226624},{"id":"https://openalex.org/C140479938","wikidata":"https://www.wikidata.org/wiki/Q5254619","display_name":"Iterated function","level":2,"score":0.6521133184432983},{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.532723069190979},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5172922611236572},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.5132789611816406},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5127976536750793},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.48920106887817383},{"id":"https://openalex.org/C129844170","wikidata":"https://www.wikidata.org/wiki/Q41299","display_name":"Quadratic equation","level":2,"score":0.48526903986930847},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.4758415222167969},{"id":"https://openalex.org/C129537906","wikidata":"https://www.wikidata.org/wiki/Q7603913","display_name":"State variable","level":2,"score":0.4630914032459259},{"id":"https://openalex.org/C159694833","wikidata":"https://www.wikidata.org/wiki/Q2321565","display_name":"Iterative method","level":2,"score":0.4245021641254425},{"id":"https://openalex.org/C182365436","wikidata":"https://www.wikidata.org/wiki/Q50701","display_name":"Variable (mathematics)","level":2,"score":0.412457138299942},{"id":"https://openalex.org/C147764199","wikidata":"https://www.wikidata.org/wiki/Q6865248","display_name":"Minification","level":2,"score":0.41007620096206665},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.40050411224365234},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/tsp.2019.2935868","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsp.2019.2935868","pdf_url":null,"source":{"id":"https://openalex.org/S168680287","display_name":"IEEE Transactions on Signal Processing","issn_l":"1053-587X","issn":["1053-587X","1941-0476"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Signal Processing","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1903.08605","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1903.08605","pdf_url":"https://arxiv.org/pdf/1903.08605","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1903.08605","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1903.08605","pdf_url":"https://arxiv.org/pdf/1903.08605","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1328613703","display_name":null,"funder_award_id":"313708","funder_id":"https://openalex.org/F4320321108","funder_display_name":"Academy of Finland"}],"funders":[{"id":"https://openalex.org/F4320321108","display_name":"Academy of Finland","ror":"https://ror.org/05k73zm37"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":57,"referenced_works":["https://openalex.org/W88520345","https://openalex.org/W1531532259","https://openalex.org/W1549918636","https://openalex.org/W1562101002","https://openalex.org/W1897801518","https://openalex.org/W1965384704","https://openalex.org/W1978333359","https://openalex.org/W1994281301","https://openalex.org/W1997017524","https://openalex.org/W1997462664","https://openalex.org/W2013145725","https://openalex.org/W2016456873","https://openalex.org/W2016859302","https://openalex.org/W2028918626","https://openalex.org/W2033563514","https://openalex.org/W2037799844","https://openalex.org/W2047163846","https://openalex.org/W2054489122","https://openalex.org/W2058532290","https://openalex.org/W2066771519","https://openalex.org/W2068090215","https://openalex.org/W2091077439","https://openalex.org/W2092663520","https://openalex.org/W2094227853","https://openalex.org/W2095036901","https://openalex.org/W2103450980","https://openalex.org/W2107844156","https://openalex.org/W2118297240","https://openalex.org/W2120047933","https://openalex.org/W2121830132","https://openalex.org/W2142058898","https://openalex.org/W2142474014","https://openalex.org/W2151367897","https://openalex.org/W2152023291","https://openalex.org/W2164278908","https://openalex.org/W2258523306","https://openalex.org/W2295652899","https://openalex.org/W2510516734","https://openalex.org/W2566859239","https://openalex.org/W2606716941","https://openalex.org/W2623904884","https://openalex.org/W2750391727","https://openalex.org/W2788793163","https://openalex.org/W2884147434","https://openalex.org/W2913535645","https://openalex.org/W2962853966","https://openalex.org/W2963869366","https://openalex.org/W3029645440","https://openalex.org/W4232464081","https://openalex.org/W4250589301","https://openalex.org/W4292363360","https://openalex.org/W4293775970","https://openalex.org/W4297744266","https://openalex.org/W4301014524","https://openalex.org/W6726020465","https://openalex.org/W6758920291","https://openalex.org/W6843440167"],"related_works":["https://openalex.org/W1978572805","https://openalex.org/W2383807498","https://openalex.org/W1997992934","https://openalex.org/W1987225439","https://openalex.org/W4238188170","https://openalex.org/W2125114371","https://openalex.org/W2019977573","https://openalex.org/W2149980199","https://openalex.org/W3125766170","https://openalex.org/W2040641410"],"abstract_inverted_index":{"In":[0],"this":[1],"paper,":[2],"we":[3],"propose":[4],"a":[5,61,83,121,132],"new":[6],"framework":[7,86,119],"for":[8,87,130,144],"solving":[9,131],"state":[10,114,136],"estimation":[11,115,137],"problems":[12,27],"with":[13],"an":[14,41],"additional":[15],"sparsity-promoting":[16],"L":[17],"<sub":[18],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"":[19],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">1</sub>":[20],"-regularizer":[21],"term.":[22],"We":[23,81,139],"first":[24],"formulate":[25],"such":[26,73],"as":[28,74],"minimization":[29,96],"of":[30,33,63,78,97,113],"the":[31,51,64,92,98,111,117,145,151,158],"sum":[32],"linear":[34,52],"or":[35,134],"nonlinear":[36,54,99],"quadratic":[37,100],"error":[38],"terms":[39,101],"and":[40,44,53,69,154],"extra":[42],"regularizer,":[43],"then":[45],"present":[46,82],"novel":[47],"algorithms":[48],"which":[49,126],"solve":[50],"cases.":[55],"The":[56,148],"methods":[57],"are":[58],"based":[59],"on":[60],"combination":[62],"iterated":[65,107],"extended":[66],"Kalman":[67],"smoother":[68],"variable":[70,88],"splitting":[71,89],"techniques":[72],"alternating":[75],"direction":[76],"method":[77],"multipliers":[79],"(ADMM).":[80],"general":[84],"algorithmic":[85],"methods,":[90],"where":[91],"iterative":[93],"steps":[94],"involving":[95],"can":[102],"be":[103],"computed":[104],"efficiently":[105],"by":[106,157],"smoothing.":[108],"Due":[109],"to":[110],"use":[112],"algorithms,":[116],"proposed":[118,146],"has":[120],"low":[122],"per-iteration":[123],"time":[124],"complexity,":[125],"makes":[127],"it":[128],"suitable":[129],"large-scale":[133],"high-dimensional":[135],"problem.":[138],"also":[140],"provide":[141],"convergence":[142],"results":[143],"algorithms.":[147],"experiments":[149],"show":[150],"promising":[152],"performance":[153],"speed-ups":[155],"provided":[156],"methods.":[159]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":6},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":2}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
