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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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- Publication version
- 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:
-
- Project Generalized Savitzky-Golay filters for identification and smoothing of nonstationary processes
- Statutory activity/subsidy
- Verified by:
- Gdańsk University of Technology
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