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Generalized regularization in cumulant-based parameter estimation

科研成果: 书/报告/会议事项章节会议稿件同行评审

1 引用 (Scopus)

摘要

The regularization in third-order cumulant-based parameter estimation is discussed for identification of transfer functions. The SVD-based regularization algorithm to estimate the number of sinusoids in the presence of colored Gaussian noise is given on a basis of fourth-order cumulant. A new MSE-like criterion for determining the optimal multiple adjustable parameters is given to decide the number of sinusoids by comparing these parameters with the singular values of the fourth-order cumulant-based Toeplitz matrix.

源语言英语
主期刊名1992 IEEE 6th SP Workshop on Statistical Signal and Array Processing, SSAP 1992 - Conference Proceedings
出版商Institute of Electrical and Electronics Engineers Inc.
493-497
页数5
ISBN(电子版)0780305086, 9780780305083
DOI
出版状态已出版 - 1992
已对外发布
活动6th IEEE SP Workshop on Statistical Signal and Array Processing, SSAP 1992 - Victoria, 加拿大
期限: 7 10月 19929 10月 1992

出版系列

姓名1992 IEEE 6th SP Workshop on Statistical Signal and Array Processing, SSAP 1992 - Conference Proceedings

会议

会议6th IEEE SP Workshop on Statistical Signal and Array Processing, SSAP 1992
国家/地区加拿大
Victoria
时期7/10/929/10/92

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