Méthode du point proximal: principe et applications aux algorithmes itératifs

Ziad Naja (1) , Florence Alberge (1) , Pierre Duhamel (1)

1 L2S - Laboratoire des signaux et systèmes

This paper recalls the proximal point method. We study two iterative algorithms: the Blahut-Arimoto algorithm for computing the capacity of arbitrary discrete memoryless channels, as an example of an iterative algorithm working with probability density estimates and the iterative decoding of the Bit Interleaved Coded Modulation (BICM-ID). For these iterative algorithms, we apply the proximal point method which allows new interpretations with improved convergence rate.

Domaines: Traitement du signal et de l'image [eess.SP]; Théorie de l'information et codage [math.IT]; Théorie de l'information [cs.IT]; Traitement du signal et de l'image [eess.SP]

Ziad Naja, Florence Alberge, Pierre Duhamel. Méthode du point proximal: principe et applications aux algorithmes itératifs. GRETSI, Sep 2009, Dijon, France. pp.O. ⟨hal-00445731⟩