TY - GEN
T1 - Signal extrapolation based on generalized singular value decomposition using prior information
AU - Sano, Akira
AU - Tsuji, Hiroyuki
AU - Ohmori, Hiromitsu
PY - 1991
Y1 - 1991
N2 - Extrapolation of band-limited signals in noisy conditions is an ill-posed least-squares estimation problem. To stabilize the extrapolation, derivative smoothness of signals to be extrapolated is introduced to a weighted-least-squares error criterion as prior information. One can adjust the weighting of the smoothness by employing multiple regularization parameters to be determined optimally. The extrapolated signal is given by using the generalized singular value decomposition, which is modified by the regularization. On the basis of a Bayesian statistical approach, a new information-theoretic criterion is presented to determined the optimal regularization parameters, which can give optimal balance between the smoothness prior and the observed signal data to attain stabilized extrapolation by optimal regularization.
AB - Extrapolation of band-limited signals in noisy conditions is an ill-posed least-squares estimation problem. To stabilize the extrapolation, derivative smoothness of signals to be extrapolated is introduced to a weighted-least-squares error criterion as prior information. One can adjust the weighting of the smoothness by employing multiple regularization parameters to be determined optimally. The extrapolated signal is given by using the generalized singular value decomposition, which is modified by the regularization. On the basis of a Bayesian statistical approach, a new information-theoretic criterion is presented to determined the optimal regularization parameters, which can give optimal balance between the smoothness prior and the observed signal data to attain stabilized extrapolation by optimal regularization.
UR - http://www.scopus.com/inward/record.url?scp=0026287634&partnerID=8YFLogxK
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U2 - 10.1109/icassp.1991.150658
DO - 10.1109/icassp.1991.150658
M3 - Conference contribution
AN - SCOPUS:0026287634
SN - 0780300033
T3 - Proceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing
SP - 1749
EP - 1752
BT - Proceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing
PB - Publ by IEEE
T2 - Proceedings of the 1991 International Conference on Acoustics, Speech, and Signal Processing - ICASSP 91
Y2 - 14 May 1991 through 17 May 1991
ER -