A Cooperative Recurrent Neural Network for Solving L1 Estimation Problems with General Linear Constraints

Abstract

The constrained L(1) estimation is an attractive alternative to both the unconstrained L(1) estimation and the least square estimation. In this letter, we propose a cooperative recurrent neural network (CRNN) for solving L(1) estimation problems with general linear constraints. The proposed CRNN model combines four individual neural network models automatically and is suitable for parallel implementation. As a special case, the proposed CRNN includes two existing neural networks for solving unconstrained and constrained L(1) estimation problems, respectively. Unlike existing neural networks, with penalty parameters, for solving the constrained L(1) estimation problem, the proposed CRNN is guaranteed to converge globally to the exact optimal solution without any additional condition. Compared with conventional numerical algorithms, the proposed CRNN has a low computational complexity and can deal with the L(1) estimation problem with degeneracy. Several applied examples show that the proposed CRNN can obtain more accurate estimates than several existing algorithms.