A Class of Nonconvex Penalties Preserving Overall Convexity in Optimization-Based Mean Filtering

Mohammadreza Malek-Mohammadi, Cristian R. Rojas, Bo Wahlberg

${\ell }_1$ mean filtering is a conventional, optimization-based method to estimate the positions of jumps in a piecewise constant signal perturbed by additive noise. In this method,…