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Algorithms for Piecewise Constant Signal Approximations

Algorithms for Piecewise Constant Signal Approximations

We consider the problem of finding optimal piecewise constant approximations of one-dimensional signals. These approximations should consist of a specified number of segments (samples) and minimise the mean squared error to the original signal. We formalise this goal as a discrete nonconvex optimisation problem, for which we study two algorithms. …