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

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

研究成果: Conference article査読

4 被引用数 (Scopus)

抄録

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.

本文言語English
ページ(範囲)2290-2293
ページ数4
ジャーナルICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
4
出版ステータスPublished - 1989 12 1
イベント1989 International Conference on Acoustics, Speech, and Signal Processing - Glasgow, Scotland
継続期間: 1989 5 231989 5 26

ASJC Scopus subject areas

  • ソフトウェア
  • 信号処理
  • 電子工学および電気工学

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