کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
695565 890307 2013 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Regularized spectrum estimation using stable spline kernels
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
Regularized spectrum estimation using stable spline kernels
چکیده انگلیسی

This paper presents a new regularized kernel-based approach for the estimation of the second order moments of stationary stochastic processes. The proposed estimator is defined by a Tikhonov-type variational problem. It contains few unknown parameters which can be estimated by cross validation solving a sequence of problems whose computational complexity scales linearly with the number of noisy moments (derived from the samples of the process). The correlation functions are assumed to be summable and the hypothesis space is a reproducing kernel Hilbert space induced by the recently introduced stable spline kernel. In this way, information on the decay to zero of the functions to be reconstructed is incorporated in the estimation process. An application to the identification of transfer functions in the case of white noise as input is also presented. Numerical simulations show that the proposed method compares favorably with respect to standard nonparametric estimation algorithms that exploit an oracle-type tuning of the parameters.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Automatica - Volume 49, Issue 11, November 2013, Pages 3199–3209
نویسندگان
, ,