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

A. Sano, H. Tsuji, Hiromitsu Ohmori

研究成果: Conference contribution

2 被引用数 (Scopus)

抄録

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.

本文言語English
ホスト出版物のタイトルICASSP 1992 - 1992 International Conference on Acoustics, Speech, and Signal Processing
出版社Institute of Electrical and Electronics Engineers Inc.
ページ333-336
ページ数4
5
ISBN(電子版)0780305329
DOI
出版ステータスPublished - 1992
イベント1992 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 1992 - San Francisco, United States
継続期間: 1992 3 231992 3 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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