Optimal generalized regularization approach to parameter identification by using band-limited input signal

A. Sano, H. Tsuji, Hiromitsu Ohmori

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Citations (Scopus)

Abstract

This paper presents generalized regularization based on generalized singular value decomposition is presented in order to attain stabilized identification of an impulse response or transfer function by using bandlimited input signals. The optimal regularization parameters can be determined so as to minimize a new Bayesian information criterion, by which the smoothness order for the estimated impulse response can be given as well. In the case of the transfer function, a new idea is employed in estimating a system output to reduce the problem to the above linear regression problem. It is shown that the optimal regularization is closely related to the optimal choice of the initial conditions in the recursive least squares estimation and also to the optimal truncation of generalized singular values.

Original languageEnglish
Title of host publicationICASSP 1992 - 1992 International Conference on Acoustics, Speech, and Signal Processing
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages333-336
Number of pages4
Volume5
ISBN (Electronic)0780305329
DOIs
Publication statusPublished - 1992
Event1992 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 1992 - San Francisco, United States
Duration: 1992 Mar 231992 Mar 26

Other

Other1992 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 1992
CountryUnited States
CitySan Francisco
Period92/3/2392/3/26

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

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    Sano, A., Tsuji, H., & Ohmori, H. (1992). Optimal generalized regularization approach to parameter identification by using band-limited input signal. In ICASSP 1992 - 1992 International Conference on Acoustics, Speech, and Signal Processing (Vol. 5, pp. 333-336). [226615] Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICASSP.1992.226615