• DocumentCode
    2197344
  • Title

    Asymptotics for complexity regularized transfer function estimation with orthonormal bases

  • Author

    Solo, Victor

  • Author_Institution
    Sch. of Electr. Eng., New South Wales Univ., Sydney, NSW, Australia
  • Volume
    5
  • fYear
    2001
  • fDate
    2001
  • Firstpage
    4766
  • Abstract
    We prove some asymptotic properties of a complexity regularized transfer function estimator based on orthonormal bases. We prove an l p consistency result. In particular Cp type procedures are not consistent for subset selection based nonparametric transfer function estimation. We also present a converse result
  • Keywords
    discrete Fourier transforms; least squares approximations; parameter estimation; statistical analysis; transfer functions; wavelet transforms; Cp type procedures; asymptotic properties; complexity regularized transfer function estimation; discrete Fourier transforms; lp consistency; least squares approximations; nonparametric transfer function estimation; orthonormal bases; wavelet transforms; Australia; Background noise; Colored noise; Frequency estimation; Frequency response; Least squares approximation; Least squares methods; Linear systems; Transfer functions; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 2001. Proceedings of the 40th IEEE Conference on
  • Conference_Location
    Orlando, FL
  • Print_ISBN
    0-7803-7061-9
  • Type

    conf

  • DOI
    10.1109/.2001.980960
  • Filename
    980960