Approximation of Nonnegative Systems by Finite Impulse Response Convolutions
| Autor: | Finesso, Lorenzo, Spreij, Peter |
|---|---|
| Rok vydání: | 2013 |
| Předmět: | |
| Zdroj: | IEEE Transactions on Information Theory 61(8), 4399-4409 (2015) |
| Druh dokumentu: | Working Paper |
| DOI: | 10.1109/TIT.2015.2443786 |
| Popis: | 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. Comment: This paper was previously posted under the name "Nonnegative Deconvolution with Repeated Measurements". The current version is slightly different |
| Databáze: | arXiv |
| Externí odkaz: |
|