Approximation of Nonnegative Systems by Finite Impulse Response Convolutions

DOI10.1109/TIT.2015.2443786MaRDI QIDQ2977349zbMATH OpenFDO

Authors Lorenzo Finesso, Peter Spreij

Publication date 28 April 2017

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1306.0914

Mathematics Subject Classification ID

Information theory (general) (94A15)

Abstract: We pose the deterministic, nonparametric, approximation problem for scalar nonnegative input/output systems via finite impulse response convolutions, based on repeated observations of input/output signal pairs. The problem is converted into a nonnegative matrix factorization with special structure for which we use Csisz'ar's I-divergence as the criterion of optimality. Conditions are given, on the input/output data, that guarantee the existence and uniqueness of the minimum. We propose a standard algorithm of the alternating minimization type for I-divergence minimization, and study its asymptotic behavior. We also provide a statistical version of the minimization problem and give its large sample properties.

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(4)

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• On the non-negative impulse response of multi-dimensional systems
• Factor analysis models via I-divergence optimization
• Synchronous deautoconvolution algorithm for discrete-time positive signals via \(\mathcal{I}\)-divergence approximation

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