Nonparametric log spectrum estimation using disconnected regression splines and genetic algorithms

DOI10.1016/S0165-1684(02)00379-1MaRDI QIDQ1853409zbMATH OpenOpenAlexFDO

Authors Tan F. Wong, Thomas C. M. Lee

Publication date 21 January 2003

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1684(02)00379-1

zbMATH Keywords

disconnected regression splinesgenetic algorithmslog periodogram smoothingspectral density estimation

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Numerical computation using splines (65D07) General topics in the theory of algorithms (68W01) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Review text

This article proposes a new nonparametric procedure for estimating log spectra. This procedure consists of three major components: (1) a novel statistical model for modelling the unknown target log spectrum, (2) an AIC-based model selection criterion for choosing a `best' fitting model, and (3) a genetic algorithm for effectively searching the `best' fitting model. Numerical experiments are conducted to evaluate and compare the practical performance of the proposed procedure with some other common log spectral estimation procedures appearing in the literature. These other procedures include wavelet techniques, kernel smoothing and regression spline fitting. Empirical results suggest that the proposed procedure compares favourably against all these procedures, especially when the unknown log spectrum contains inhomogeneous structures.

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Cited in

(1)

• Structural break estimation of noisy sinusoidal signals

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