Multivariate spectral estimation based on THREE

doi:10.1016/S1005-8885(15)60664-1

中国邮电高校学报(英文) ›› 2015, Vol. 22 ›› Issue (4): 26-32.doi: 10.1016/S1005-8885(15)60664-1

• Artificial Intelligence • 上一篇下一篇

Multivariate spectral estimation based on THREE

Li Ying, Wang Jian, Song Zhanjie

1. School of Science, Tianjin University, Tianjin 300072, China 2. National Ocean Technology Center, Tianjin 300112, China 3. Institute of TV and Image Information, Tianjin University, Tianjin 300072, China

收稿日期:2014-09-15 修回日期:2015-04-01 出版日期:2015-08-28 发布日期:2015-08-28
通讯作者: Wang Jian E-mail:jianwang@tju.edu.cn
基金资助:
the National Natural Science Foundation of China (61379014).

Multivariate spectral estimation based on THREE

Li Ying, Wang Jian, Song Zhanjie

1. School of Science, Tianjin University, Tianjin 300072, China 2. National Ocean Technology Center, Tianjin 300112, China 3. Institute of TV and Image Information, Tianjin University, Tianjin 300072, China

Received:2014-09-15 Revised:2015-04-01 Online:2015-08-28 Published:2015-08-28
Contact: Ying LI E-mail:jianwang@tju.edu.cn
Supported by:
the National Natural Science Foundation of China (61379014).

摘要/Abstract

摘要： Power spectrum estimation is to use the limited length of data to estimate the power spectrum of the signal. In this paper, we study the recently proposed tunable high-resolution estimator (THREE), which is based on the best approximation to a given spectrum, with respect to different notions of distance between power spectral densities. We propose and demonstrate a different distance for the optimization part to estimate the multivariate spectrum. Its effectiveness is tested through Matlab simulation. Simulation shows that our approach constitutes a valid estimation procedure. And we also demonstrate the superiority of the method, which is more reliable and effective compared with the standard multivariate identification techniques.

关键词: multivariate spectral estimation, convex optimization, THREE, matricial Newton method, Matlab simulation

Abstract: Power spectrum estimation is to use the limited length of data to estimate the power spectrum of the signal. In this paper, we study the recently proposed tunable high-resolution estimator (THREE), which is based on the best approximation to a given spectrum, with respect to different notions of distance between power spectral densities. We propose and demonstrate a different distance for the optimization part to estimate the multivariate spectrum. Its effectiveness is tested through Matlab simulation. Simulation shows that our approach constitutes a valid estimation procedure. And we also demonstrate the superiority of the method, which is more reliable and effective compared with the standard multivariate identification techniques.

Key words: MATLAB simulation.

中图分类号:

TN911.7

Li Ying, Wang Jian, Song Zhanjie. Multivariate spectral estimation based on THREE[J]. Acta Metallurgica Sinica(English letters), 2015, 22(4): 26-32.

参考文献

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Multivariate spectral estimation based on THREE

Multivariate spectral estimation based on THREE

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