Fast Parameter Selection Algorithm for Linear Parametric Filters

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Author(s)

    • TANAKA Akira
    • Division of Computer Science, Graduate School of Information Science and Technology, Hokkaido University
    • MIYAKOSHI Masaaki
    • Division of Computer Science, Graduate School of Information Science and Technology, Hokkaido University

Abstract

A parametric linear filter for a linear observation model usually requires a parameter selection process so that the filter achieves a better filtering performance. Generally, criteria for the parameter selection need not only the filtered solution but also the filter itself with each candidate of the parameter. Obtaining the filter usually costs a large amount of calculations. Thus, an efficient algorithm for the parameter selection is required. In this paper, we propose a fast parameter selection algorithm for linear parametric filters that utilizes a joint diagonalization of two nonnegative definite Hermitian matrices.

Journal

  • IEICE transactions on fundamentals of electronics, communications and computer sciences

    IEICE transactions on fundamentals of electronics, communications and computer sciences 90(12), 2952-2956, 2007-12-01

    The Institute of Electronics, Information and Communication Engineers

References:  12

Codes

  • NII Article ID (NAID)
    110007538044
  • NII NACSIS-CAT ID (NCID)
    AA10826239
  • Text Lang
    ENG
  • Article Type
    SHO
  • ISSN
    09168508
  • Data Source
    CJP  NII-ELS 
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