讲座题目:Advances in Rational Spectrum Estimation of Stationary Random Fields with Application in Identification
主讲人:朱彬 副教授(中山大学)
讲座时间:2024年6月11日(周二)14:30 - 15:30
讲座地点:钱伟长楼202报告厅
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云顶集团yd1233
2024年6月8日
讲座内容:
In this talk we consider the problem of estimating the multidimensional power spectral density of a second-order stationary random field from a finite number of samples. More specifically, we address the case where the dimension of the random field is greater than two for which a satisfying theory was missing. We propose a constrained maximum entropy problem which takes into account the usual covariances and a generalized definition of the cepstral moments, together with a consistent definition of the entropy. The optimization problem is solved via standard Lagrange dual analysis and a suitable design of regularization. We show that our theory allows to construct a well-posed spectral estimator for any finite dimension. In addition, the issue of statistical consistency of our estimator is also addressed, and application to system identification is discussed.
主讲人简介:
朱彬本科和硕士分别毕业于西安交通大学(2012届)和上海交通大学(2015届)的自动化专业;博士毕业于意大利帕多瓦大学(2018届)的信息工程专业。他目前在中山大学(深圳校区)智能工程学院担任副教授,研究兴趣包括频谱分析和稀疏优化技术等。