New Methods and Results in Signal Processing and System Identification

信号处理和系统辨识的新方法和结果

• 批准号: 9122753
• 负责人: Arye Nehorai
• 金额: $ 11.31万
• 依托单位: Yale University
• 依托单位国家: 美国
• 项目类别: Continuing Grant
• 财政年份: 1992
• 资助国家: 美国
• 起止时间: 1992-04-15 至 1994-09-30
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9122753&HistoricalAwards=false
• 关键词: New; Methods; Results; Signal; Processing

Nehorai This research focuses on new theoretical and algorithmic solutions to three problems in the general area of signal modeling and system identification: 1. a computationally-efficient high-order Yule-Walker estimator and its adaptive counterpart; 2. fitting rational transfer function models to frequency response data; and 3. hypothesis testing and detection with the optimal instrumental variable method.

在信号建模和系统辨识的一般领域中，这项研究集中于三个问题的新的理论和算法解决方案：1.计算效率高的高阶Yule-Walker估值器及其自适应估值器；2.将有理传递函数模型拟合到频率响应数据；3.用最优辅助变量方法进行假设检验和检测。