DocumentCode :
2108845
Title :
On adaptive local polynomial approximation with varying bandwidth
Author :
Katkovnik, Vladirriir
Author_Institution :
Dept. of Stat., South Africa Univ., Pretoria, South Africa
Volume :
4
fYear :
1998
fDate :
12-15 May 1998
Firstpage :
2321
Abstract :
The local polynomial approximation (LPA) of noisy data is considered with the new adaptive procedure for varying bandwidth selection. The algorithm is simple to implement and nearly optimal within lnN factor in the point-wise risk for estimating the function and its derivatives. The adaptive varying bandwidth enables the algorithm to be spatial adaptive over a wide range of the classes of functions in the sense that its quality is close to that which one could achieve if the smoothness of the estimated function was known in advance. It is shown that the cross-validation adjustment of the threshold parameter of the algorithm significantly improves its accuracy. In particular, simulation demonstrates that the adaptive algorithm with the adjusted threshold parameter performs better than the wavelet estimators
Keywords :
adaptive estimation; adaptive signal processing; approximation theory; noise; parameter estimation; polynomials; smoothing methods; statistical analysis; accuracy; adaptive algorithm; adaptive local polynomial approximation; adaptive varying bandwidth; adjusted threshold parameter; cross-validation adjustment; function estimation; noisy data; point-wise risk; simulation; smoothing; spatial adaptive algorithm; statistics; wavelet estimators; Adaptive algorithm; Africa; Bandwidth; Extrapolation; Filtering; Nonlinear filters; Polynomials; Signal processing; Smoothing methods; Statistics;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Acoustics, Speech and Signal Processing, 1998. Proceedings of the 1998 IEEE International Conference on
Conference_Location :
Seattle, WA
ISSN :
1520-6149
Print_ISBN :
0-7803-4428-6
Type :
conf
DOI :
10.1109/ICASSP.1998.681614
Filename :
681614
Link To Document :
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