Pl. Combettes, INCONSISTENT SIGNAL FEASIBILITY PROBLEMS - LEAST-SQUARES SOLUTIONS INA PRODUCT SPACE, IEEE transactions on signal processing, 42(11), 1994, pp. 2955-2966
In this paper, we present parallel projection methods to find least-sq
uares solutions to inconsistent convex set theoretic signal synthesis
problems. The problem of finding a signal that minimizes a weighted av
erage of the squares of the distances to constraint sets is reformulat
ed in a product space, where it is equivalent to that of finding a poi
nt that lies in a particular subspace and at minimum distance from the
Cartesian product of the original sets. A solution is obtained in the
product space via methods of alternating projections which naturally
lead to methods of parallel projections in the original space. The con
vergence properties of the proposed methods are analyzed and signal sy
nthesis applications are demonstrated.