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Computationally Eff...
Computationally Efficient Sparsity-Inducing Coherence Spectrum Estimation of Complete and Non-Complete Data Sets
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Angelopoulos, Kostas (author)
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Glentis, George-Othan (author)
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- Jakobsson, Andreas (author)
- Lund University,Lunds universitet,Biomedical Modelling and Computation,Forskargrupper vid Lunds universitet,Statistical Signal Processing Group,Matematisk statistik,Matematikcentrum,Institutioner vid LTH,Lunds Tekniska Högskola,Lund University Research Groups,Mathematical Statistics,Centre for Mathematical Sciences,Departments at LTH,Faculty of Engineering, LTH
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(creator_code:org_t)
- Elsevier BV, 2013
- 2013
- English.
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In: Signal Processing. - : Elsevier BV. - 0165-1684. ; 93:5, s. 1221-1234
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Abstract
Subject headings
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- The magnitude squared coherence (MSC) spectrum is an often used frequency-dependent measure for the linear dependency between two stationary processes, and the recent literature contain several contributions on how to form high-resolution data-dependent and adaptive MSC estimators, and on the efficient implementation of such estimators. In this work, we further this development with the presentation of computationally efficient implementations of the recent iterative adaptive approach (IAA) estimator, present a novel sparse learning via iterative minimization (SLIM) algorithm, discuss extensions to two-dimensional data sets, examining both the case of complete data sets and when some of the observations are missing. The algorithms further the recent development of exploiting the estimators' inherently low displacement rank of the necessary products of Toeplitz-like matrices, extending these formulations to the coherence estimation using IAA and SLIM formulations. The performance of the proposed algorithms and implementations are illustrated both with theoretical complexity measures and with numerical simulations.
Subject headings
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Keyword
- Coherence spectrum
- Data adaptive estimators
- Efficient algorithms
- Sparse estimators
Publication and Content Type
- art (subject category)
- ref (subject category)
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