RTU Research Information System
Latviešu English

Publikācija: Introduction to Regularized DFA

Publication Type Publications in RTU scientific journal
Funding for basic activity Unknown
Defending: ,
Publication language English (en)
Title in original language Introduction to Regularized DFA
Field of research 2. Engineering and technology
Sub-field of research 2.2 Electrical engineering, Electronic engineering, Information and communication engineering
Authors Ginters Bušs
Keywords high-dimensional filtering, real-time estimation, parameter shrinkage
Abstract The paper studies regularization propeties of the regularized direct filter approach to high-dimensional filtering and real-time signal extraction. The regularized filter is endowed with three regularization terms for (i) coefficient smoothness, (ii) cross-sectional shrinkage and (iii) longitudinal shrinkage. Relative merits of the regularization terms are discussed. It is shown that the regularized filter is able to process highdimensional data sets by controlling effective degrees of freedom using the three regularization terms, and that it is computationally fast.
Reference Bušs, G. Introduction to Regularized DFA. Technologies of Computer Control. Vol.13, 2012, pp.48-56. ISSN 2255-9108. e-ISSN 2255-9116.
Full-text Full-text
ID 15278