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 language | English |
|---|---|
| Title of host publication | ICASSP 1992 - 1992 International Conference on Acoustics, Speech, and Signal Processing |
| Publisher | Institute of Electrical and Electronics Engineers Inc. |
| Pages | 333-336 |
| Number of pages | 4 |
| Volume | 5 |
| ISBN (Electronic) | 0780305329 |
| DOIs | |
| Publication status | Published - 1992 |
| Event | 1992 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 1992 - San Francisco, United States Duration: 1992 Mar 23 → 1992 Mar 26 |
Other
| Other | 1992 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 1992 |
|---|---|
| Country | United States |
| City | San Francisco |
| Period | 92/3/23 → 92/3/26 |
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ASJC Scopus subject areas
- Software
- Signal Processing
- Electrical and Electronic Engineering
Cite this
Optimal generalized regularization approach to parameter identification by using band-limited input signal. / Sano, A.; Tsuji, H.; Ohmori, Hiromitsu.
ICASSP 1992 - 1992 International Conference on Acoustics, Speech, and Signal Processing. Vol. 5 Institute of Electrical and Electronics Engineers Inc., 1992. p. 333-336 226615.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
}
TY - GEN
T1 - Optimal generalized regularization approach to parameter identification by using band-limited input signal
AU - Sano, A.
AU - Tsuji, H.
AU - Ohmori, Hiromitsu
PY - 1992
Y1 - 1992
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=85019565495&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85019565495&partnerID=8YFLogxK
U2 - 10.1109/ICASSP.1992.226615
DO - 10.1109/ICASSP.1992.226615
M3 - Conference contribution
VL - 5
SP - 333
EP - 336
BT - ICASSP 1992 - 1992 International Conference on Acoustics, Speech, and Signal Processing
PB - Institute of Electrical and Electronics Engineers Inc.
ER -