Empirical Bayesian finite impulse response modeling Conference Paper

abstract

• This paper presents a Bayesian modeling technique, called Empirical Bayesian Finite Response (EBFIR) modeling, that helps deal with the collinearity problem usually encountered in FIR models, and helps improve the estimation accuracy of their coefficients. The developed technique iteratively solves for the prior density used in estimation and the FIR coefficients. The advantages of the developed EBFIR modeling technique are also illustrated though a simulated example.

name of conference

• 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475)

authors

• Nounou, Mohamed

published proceedings

• 42ND IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-6, PROCEEDINGS

author list (cited authors)

• Nounou, M. N.

citation count

• 0

complete list of authors

• Nounou, MN

publication date

• January 2003

publisher

• Institute of Electrical and Electronics Engineers (IEEE)  Publisher

published in

• IEEE Conference on Decision and Control  Journal

Digital Object Identifier (DOI)

• 10.1109/cdc.2003.1272387

International Standard Book Number (ISBN) 10

• 0-7803-7924-1

start page

• 6480

end page

• 6484

volume

• 6

URL

• http://dx.doi.org/10.1109/cdc.2003.1272387