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Sparse spectral-line estimation for nonuniformly sampled multivariate time series: SPICE, LIKES and MSBL
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Systems and Control. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Automatic control.
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Systems and Control. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Automatic control.
2012 (English)In: 2012 Proceedings Of The 20th European Signal Processing Conference (EUSIPCO), 2012, 445-449 p.Conference paper, Published paper (Refereed)
Abstract [en]

In this paper we deal with the problem of spectral-line analysis ofnonuniformly sampled multivariate time series for which we introduce two methods: the first method named SPICE (sparse iterativecovariance based estimation) is based on a covariance fitting framework whereas the second method named LIKES (likelihood-basedestimation of sparse parameters) is a maximum likelihood technique. Both methods yield sparse spectral estimates and they donot require the choice of any hyperparameters. We numericallycompare the performance of SPICE and LIKES with that of the recently introduced method of multivariate sparse Bayesian learning(MSBL).

Place, publisher, year, edition, pages
2012. 445-449 p.
Series
European Signal Processing Conference, ISSN 2219-5491
National Category
Signal Processing
Identifiers
URN: urn:nbn:se:uu:diva-184854ISBN: 978-146731068-0 (print)OAI: oai:DiVA.org:uu-184854DiVA: diva2:568071
Conference
20th European Signal Processing Conference (EUSIPCO 2012), 27-31 Aug, 2012, Bucharest
Available from: 2012-11-15 Created: 2012-11-15 Last updated: 2013-02-06Bibliographically approved

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http://www.eurasip.org/Proceedings/Eusipco/Eusipco2012/Conference/papers/1569582335.pdf

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Babu, PrabhuStoica, Peter

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CiteExportLink to record
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Citation style
  • apa
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  • nn-NB
  • sv-SE
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Output format
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  • asciidoc
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