Approximative Covariance Interpolation

Mathematics – Optimization and Control

Scientific paper

Rate now

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Details

MTNS 2010 paper

Scientific paper

When methods of moments are used for identification of power spectral densities, a model is matched to estimated second order statistics such as, e.g., covariance estimates. If the estimates are good there is an infinite family of power spectra consistent with such an estimate and in applications, such as identification, we want to single out the most representative spectrum. We choose a prior spectral density to represent a priori information, and the spectrum closest to it in a given quasi-distance is determined. However, if the estimates are based on few data, or the model class considered is not consistent with the process considered, it may be necessary to use an approximative covariance interpolation. Two different types of regularizations are considered in this paper that can be applied on many covariance interpolation based estimation methods.

No associations

LandOfFree

Say what you really think

Search LandOfFree.com for scientists and scientific papers. Rate them and share your experience with other people.

Rating

Approximative Covariance Interpolation does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Approximative Covariance Interpolation, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Approximative Covariance Interpolation will most certainly appreciate the feedback.

Rate now

     

Profile ID: LFWR-SCP-O-58307

  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.