Title :
Asymptotics for complexity regularized transfer function estimation with orthonormal bases
Author_Institution :
Sch. of Electr. Eng., New South Wales Univ., Sydney, NSW, Australia
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;
Conference_Titel :
Decision and Control, 2001. Proceedings of the 40th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
0-7803-7061-9
DOI :
10.1109/.2001.980960