Algebraic estimation of a biased and noisy ...
Document type :
Communication dans un congrès avec actes
Title :
Algebraic estimation of a biased and noisy continuous signal via orthogonal polynomials
Author(s) :
Ushirobira, Rosane [Auteur]
Non-Asymptotic estimation for online systems [NON-A]
Quadrat, Alban [Auteur]
Non-Asymptotic estimation for online systems [NON-A]
Non-Asymptotic estimation for online systems [NON-A]
Quadrat, Alban [Auteur]
Non-Asymptotic estimation for online systems [NON-A]
Conference title :
CDC 2016 - 55th IEEE Conference on Decision and Control
City :
Las Vegas
Country :
Etats-Unis d'Amérique
Start date of the conference :
2016-12-12
HAL domain(s) :
Sciences de l'ingénieur [physics]/Automatique / Robotique
English abstract : [en]
Many important problems in Signal Processing and Control Engineering concern the reconstitution of a noisy biased signal. For this issue, in this paper we consider the signal written as an orthogonal polynomial series ...
Show more >Many important problems in Signal Processing and Control Engineering concern the reconstitution of a noisy biased signal. For this issue, in this paper we consider the signal written as an orthogonal polynomial series expansion and we provide an algebraic estimation of its coefficients. We specialize in Hermite polynomials. On the other hand, the dynamical system described by the noisy biased signal may be given by a differential equation associated with classical orthogonal polynomials. The signal may be recovered through the coefficients identification. As an example, we illustrate our algebraic method on the parameter estimation in the case of Hermite polynomials differential equations.Show less >
Show more >Many important problems in Signal Processing and Control Engineering concern the reconstitution of a noisy biased signal. For this issue, in this paper we consider the signal written as an orthogonal polynomial series expansion and we provide an algebraic estimation of its coefficients. We specialize in Hermite polynomials. On the other hand, the dynamical system described by the noisy biased signal may be given by a differential equation associated with classical orthogonal polynomials. The signal may be recovered through the coefficients identification. As an example, we illustrate our algebraic method on the parameter estimation in the case of Hermite polynomials differential equations.Show less >
Language :
Anglais
Peer reviewed article :
Oui
Audience :
Internationale
Popular science :
Non
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