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Regularized Identification of Time-Varying FIR Systems Based on Generalized Cross-Validation

Abstract

A new regularization method is proposed and applied to identification of time-varying finite impulse response systems. We show, that by a careful design of the regularization constraint, one can improve estimation results, especially in the presence of strong measurement noise. We also show that the the most appropriate regularization gain can be found by direct optimization of the generalized cross-validation criterion.

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Accepted or Published Version
DOI:
Digital Object Identifier (open in new tab) 10.23919/EUSIPCO54536.2021.9616058
License
Copyright (2021 IEEE)

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Details

Category:
Conference activity
Type:
publikacja w wydawnictwie zbiorowym recenzowanym (także w materiałach konferencyjnych)
Language:
English
Publication year:
2021
Bibliographic description:
Gańcza A., Niedźwiecki M.: Regularized Identification of Time-Varying FIR Systems Based on Generalized Cross-Validation// / : , 2021,
DOI:
Digital Object Identifier (open in new tab) 10.23919/eusipco54536.2021.9616058
Sources of funding:
Verified by:
Gdańsk University of Technology

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