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Volterra Filter Identification Using Penalized Least Squares

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Title: Volterra Filter Identification Using Penalized Least Squares
Author: Nowak, Robert David
Type: Conference Paper
Keywords: temporary
Citation: R. D. Nowak,"Volterra Filter Identification Using Penalized Least Squares," in IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP),
Abstract: Volterra filters have been applied to many nonlinear system identification problems. However, obtaining good filter estimates from short and/or noisy data records is a difficult task. We propose a penalized least squares estimation algorithm and derive appropriate penalizing functionals for Volterra filters. An example demonstrates that penalized least squares estimation can provide much more accurate filter estimates than ordinary least squares estimation.
Date Published: 1996-05-20
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  • ECE Publications [1028 items]
    Publications by Rice University Electrical and Computer Engineering faculty and graduate students
  • DSP Publications [512 items]
    Publications by Rice Faculty and graduate students in digital signal processing.