L1 Norm Penalized Least Squares with SALSA

This is a tutorial on the algorithm, 'SALSA', to solve L1-norm penalized least square problems. This problem arises in numerous sparsity-based signal processing methods, including denoising, deconvolution, missing data estimation, and signal separation. This tutorial focuses on four formulations:

Download the tutorial: SALSA.pdf (pdf file)

This tutorial is available as a Connexions module

MATLAB Software

Download the Matlab software: SALSA_toolbox.zip (zip file)


MATLAB Examples

Illustrative examples with real and complex data.


Ivan Selesnick
NYU Polytechnic School of Engineering
Electrical and Computer Engineering Dept.
Brooklyn, New York, USA

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