. We consider least-squares problems where the coefficient matrices A; b are unknown-butbounded. We minimize the worst-case residual error using (convex) second-order cone programming, yielding an algorithm with complexity similar to one singular value decomposition of A. The method can be interpreted as a Tikhonov regularization procedure, with the advantage that it provides an exact bound on the robustness of solution, and a rigorous way to compute the regularization parameter. When the perturbation has a known (e.g., Toeplitz) structure, the same problem can be solved in polynomial-time using semidefinite programming (SDP). We also consider the case when A; b are rational functions of an unknown-but-bounded perturbation vector. We show how to minimize (via SDP) upper bounds on the optimal worst-case residual. We provide numerical examples, including one from robust identification and one from robust interpolation. Key Words. Least-squares, uncertainty, robustness, second-order cone...

We develop a regularized mixed-norm image restoration algorithm to deal with various types of noise. A mixed-norm functional is introduced, which combines the least mean square (LMS) and the least mean fourth (LMF) functionals, as well as a smoothing functional. Two regularization parameters are introduced: one to determine the relative importance of the LMS and LMF functionals, which is a function of the kurtosis, and another to determine the relative importance of the smoothing functional. The two parameters are chosen in such a way that the proposed functional is convex, so that a unique minimizer exists. An iterative algorithm is utilized for obtaining the solution, and its convergence is analyzed. The novelty of the proposed algorithm is that no knowledge of the noise distribution is required, and the relative contributions of the LMS, the LMF, and the smoothing functionals are adjusted based on the partially restored image. Experimental results demonstrate the effectiveness of the proposed algorithm. 2002 Society of Photo-Optical Instrumentation Engineers. [DOI: 10.1117/1.1503072] Subject terms: mixed-norm functional; LMS; LMF; kurtosis; convex.