Hardy函数的迭代加权最小二乘稀疏表示

Liang Shuang
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摘要

本文利用迭代加权最小二乘(IRLS)算法和移位柯西核,提出了Hardy-2空间中有理函数的稀疏表示方法。这个问题源于FIR模型传递函数的辨识。我们还给出了两个例子和MATLAB代码来说明这个想法。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Sparse Representation of Hardy Function by Iteratively Reweighted Least Squares
In this paper, we present a new method for sparse representation of rational function in Hardy-2 space by using Iteratively Reweighted Least Squares (IRLS) algorithm and shifted Cauchy kernels. This problem originates from identification of transfer functions of FIR models. We also give two examples and MATLAB codes to illustrate the idea.
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