Simultaneous optimization method of regularization and singular value decomposition in least squares parameter identification

A. Sano, T. Furuya, H. Tsuji, Hiromitsu Ohmori

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

4 Citations (Scopus)

Abstract

In order to attain stabilized convergence, the authors propose a generalized regularization scheme using multiple regularization parameters and an a priori estimate, and they obtain analytically the parameter values that minimize the mean-square error (MSE) or the estimated MSE using only accessible data signals. They show that method can give simultaneously the optimal regularization parameters and the optimal truncation of smaller eigenvalues in the singular value (or eigenvalue) decomposition (SVD or EVD). The proposed schemes for the optimized regularization and SVD are exemplified in impulse response identification using low-pass input and optimized extrapolation of the bandlimited signal.

Original languageEnglish
Title of host publicationICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Editors Anon
PublisherPubl by IEEE
Pages2290-2293
Number of pages4
Volume4
Publication statusPublished - 1989
Event1989 International Conference on Acoustics, Speech, and Signal Processing - Glasgow, Scotland
Duration: 1989 May 231989 May 26

Other

Other1989 International Conference on Acoustics, Speech, and Signal Processing
CityGlasgow, Scotland
Period89/5/2389/5/26

Fingerprint

parameter identification
Singular value decomposition
Mean square error
Identification (control systems)
decomposition
optimization
eigenvalues
Impulse response
Extrapolation
impulses
extrapolation
estimates
approximation

ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering
  • Acoustics and Ultrasonics

Cite this

Sano, A., Furuya, T., Tsuji, H., & Ohmori, H. (1989). Simultaneous optimization method of regularization and singular value decomposition in least squares parameter identification. In Anon (Ed.), ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings (Vol. 4, pp. 2290-2293). Publ by IEEE.

Simultaneous optimization method of regularization and singular value decomposition in least squares parameter identification. / Sano, A.; Furuya, T.; Tsuji, H.; Ohmori, Hiromitsu.

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. ed. / Anon. Vol. 4 Publ by IEEE, 1989. p. 2290-2293.

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

Sano, A, Furuya, T, Tsuji, H & Ohmori, H 1989, Simultaneous optimization method of regularization and singular value decomposition in least squares parameter identification. in Anon (ed.), ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. vol. 4, Publ by IEEE, pp. 2290-2293, 1989 International Conference on Acoustics, Speech, and Signal Processing, Glasgow, Scotland, 89/5/23.
Sano A, Furuya T, Tsuji H, Ohmori H. Simultaneous optimization method of regularization and singular value decomposition in least squares parameter identification. In Anon, editor, ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. Vol. 4. Publ by IEEE. 1989. p. 2290-2293
Sano, A. ; Furuya, T. ; Tsuji, H. ; Ohmori, Hiromitsu. / Simultaneous optimization method of regularization and singular value decomposition in least squares parameter identification. ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. editor / Anon. Vol. 4 Publ by IEEE, 1989. pp. 2290-2293
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