{"title":"Time-varying quadratic model selection using wavelet packets","authors":"M. Green","doi":"10.1109/SSP.2001.955293","DOIUrl":null,"url":null,"abstract":"Model selection and system identification for cases where the model is required to have both characteristics of time-variance and nonlinearity is considered. To enable identification from a single input/output observation record, the time-variation is approximated by a weighted sum of orthogonal sequences. Wavelet packets are chosen for these sequences and an adapted basis for each time-varying coefficient is selected via the best basis algorithm. Individual wavelet packets are then selected via a multiple hypothesis test which determines those packets that are significant to each approximation, and which may be discarded from the model.","PeriodicalId":70952,"journal":{"name":"信号处理","volume":"5 1","pages":"345-348"},"PeriodicalIF":0.0000,"publicationDate":"2001-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"信号处理","FirstCategoryId":"1093","ListUrlMain":"https://doi.org/10.1109/SSP.2001.955293","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
Model selection and system identification for cases where the model is required to have both characteristics of time-variance and nonlinearity is considered. To enable identification from a single input/output observation record, the time-variation is approximated by a weighted sum of orthogonal sequences. Wavelet packets are chosen for these sequences and an adapted basis for each time-varying coefficient is selected via the best basis algorithm. Individual wavelet packets are then selected via a multiple hypothesis test which determines those packets that are significant to each approximation, and which may be discarded from the model.
期刊介绍：
Journal of Signal Processing is an academic journal supervised by China Association for Science and Technology and sponsored by China Institute of Electronics. The journal is an academic journal that reflects the latest research results and technological progress in the field of signal processing and related disciplines. It covers academic papers and review articles on new theories, new ideas, and new technologies in the field of signal processing. The journal aims to provide a platform for academic exchanges for scientific researchers and engineering and technical personnel engaged in basic research and applied research in signal processing, thereby promoting the development of information science and technology. At present, the journal has been included in the three major domestic core journal databases "China Science Citation Database (CSCD), China Science and Technology Core Journals (CSTPCD), Chinese Core Journals Overview" and Coaj. It is also included in many foreign databases such as Scopus, CSA, EBSCO host, INSPEC, JST, etc.
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