• DocumentCode
    3184031
  • Title

    Sparse coloured system identification with guaranteed stability

  • Author

    Seneviratne, Akila J. ; Solo, Victor

  • Author_Institution
    Sch. of Electr. Eng. & Telecommun., Univ. of New South Wales, Sydney, NSW, Australia
  • fYear
    2012
  • fDate
    10-13 Dec. 2012
  • Firstpage
    2826
  • Lastpage
    2831
  • Abstract
    We develop a method for sparse transfer function estimation in the presence of coloured noise. Unlike most previous sparse transfer function estimation methods our approach via Laguerre polynomials guarantees stability. Also unlike previous methods the new procedure can handle coloured noise. We discuss both l1 and l0 penalized procedures. Simulation results are presented to demonstrate the effectiveness of this approach and to compare the performance of the two penalties that are considered.
  • Keywords
    function approximation; noise; parameter estimation; polynomials; transfer functions; Laguerre polynomials; coloured noise; sparse coloured system identification; sparse transfer function estimation; sparse transfer function estimation methods; stability; Colored noise; Least squares approximation; Stability criteria; Transfer functions; Vectors;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control (CDC), 2012 IEEE 51st Annual Conference on
  • Conference_Location
    Maui, HI
  • ISSN
    0743-1546
  • Print_ISBN
    978-1-4673-2065-8
  • Electronic_ISBN
    0743-1546
  • Type

    conf

  • DOI
    10.1109/CDC.2012.6427058
  • Filename
    6427058
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3184031