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
Link To Document :
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